Solving the Poisson partial differential equation using vector space projection methods
Marendic, Boris
This research presents a new approach at solving the Poisson partial differential equation using Vector Space Projection (VSP) methods. The work attacks the Poisson equation as encountered in two-dimensional phase unwrapping problems, and in two-dimensional electrostatic problems. Algorithms are developed by first considering simple one-dimensional cases, and then extending them to two-dimensional problems. In the context of phase unwrapping of two-dimensional phase functions, we explore an approach to the unwrapping using a robust extrapolation-projection algorithm. The unwrapping is done iteratively by modification of the Gerchberg-Papoulis (GP) extrapolation algorithm, and the solution is refined by projecting onto the available global data. An important contribution to the extrapolation algorithm is the formulation of the algorithm with the relaxed bandwidth constraint, and the proof that such modified GP extrapolation algorithm still converges. It is also shown that the unwrapping problem is ill-posed in the VSP setting, and that the modified GP algorithm is the missing link to pushing the iterative algorithm out of the trap solution under certain conditions. Robustness of the algorithm is demonstrated through its performance in a noisy environment. Performance is demonstrated by applying it to phantom phase functions, as well as to the real phase functions. Results are compared to well known algorithms in literature. Unlike many existing unwrapping methods which perform unwrapping locally, this work approaches the unwrapping problem from a globally, and eliminates the need for guiding instruments, like quality maps. VSP algorithm also very effectively battles problems of shadowing and holes, where data is not available or is heavily corrupted. In solving the classical Poisson problems in electrostatics, we demonstrate the effectiveness and ease of implementation of the VSP methodology to solving the equation, as well as imposing of the boundary conditions
Chang, S. C.
1986-01-01
A two-step semidirect procedure is developed to accelerate the one-step procedure described in NASA TP-2529. For a set of constant coefficient model problems, the acceleration factor increases from 1 to 2 as the one-step procedure convergence rate decreases from + infinity to 0. It is also shown numerically that the two-step procedure can substantially accelerate the convergence of the numerical solution of many partial differential equations (PDE's) with variable coefficients.
Chadha, Alka; Bora, Swaroop Nandan
2017-11-01
This paper studies the existence, uniqueness, and exponential stability in mean square for the mild solution of neutral second order stochastic partial differential equations with infinite delay and Poisson jumps. By utilizing the Banach fixed point theorem, first the existence and uniqueness of the mild solution of neutral second order stochastic differential equations is established. Then, the mean square exponential stability for the mild solution of the stochastic system with Poisson jumps is obtained with the help of an established integral inequality.
Hyperbolic partial differential equations
Witten, Matthew
1986-01-01
Hyperbolic Partial Differential Equations III is a refereed journal issue that explores the applications, theory, and/or applied methods related to hyperbolic partial differential equations, or problems arising out of hyperbolic partial differential equations, in any area of research. This journal issue is interested in all types of articles in terms of review, mini-monograph, standard study, or short communication. Some studies presented in this journal include discretization of ideal fluid dynamics in the Eulerian representation; a Riemann problem in gas dynamics with bifurcation; periodic M
Beginning partial differential equations
O'Neil, Peter V
2011-01-01
A rigorous, yet accessible, introduction to partial differential equations-updated in a valuable new edition Beginning Partial Differential Equations, Second Edition provides a comprehensive introduction to partial differential equations (PDEs) with a special focus on the significance of characteristics, solutions by Fourier series, integrals and transforms, properties and physical interpretations of solutions, and a transition to the modern function space approach to PDEs. With its breadth of coverage, this new edition continues to present a broad introduction to the field, while also addres
Beginning partial differential equations
O'Neil, Peter V
2014-01-01
A broad introduction to PDEs with an emphasis on specialized topics and applications occurring in a variety of fields Featuring a thoroughly revised presentation of topics, Beginning Partial Differential Equations, Third Edition provides a challenging, yet accessible,combination of techniques, applications, and introductory theory on the subjectof partial differential equations. The new edition offers nonstandard coverageon material including Burger's equation, the telegraph equation, damped wavemotion, and the use of characteristics to solve nonhomogeneous problems. The Third Edition is or
Partial differential equations
Indian Academy of Sciences (India)
been a regular stream of high quality work done in these areas. Talking of elliptic partial differen- tial equations, important contributions have been made in the ...... [6] Evans L C 1992 Periodic homogenisation of certain fully nonlinear partial differential equations; Proc. Roy. Soc. Edinburgh Sect. A 120 No. 3–4, 245–265.
Partial differential equations
Evans, Lawrence C
2010-01-01
This text gives a comprehensive survey of modern techniques in the theoretical study of partial differential equations (PDEs) with particular emphasis on nonlinear equations. The exposition is divided into three parts: representation formulas for solutions; theory for linear partial differential equations; and theory for nonlinear partial differential equations. Included are complete treatments of the method of characteristics; energy methods within Sobolev spaces; regularity for second-order elliptic, parabolic, and hyperbolic equations; maximum principles; the multidimensional calculus of variations; viscosity solutions of Hamilton-Jacobi equations; shock waves and entropy criteria for conservation laws; and, much more.The author summarizes the relevant mathematics required to understand current research in PDEs, especially nonlinear PDEs. While he has reworked and simplified much of the classical theory (particularly the method of characteristics), he primarily emphasizes the modern interplay between funct...
Partial differential equations
Agranovich, M S
2002-01-01
Mark Vishik's Partial Differential Equations seminar held at Moscow State University was one of the world's leading seminars in PDEs for over 40 years. This book celebrates Vishik's eightieth birthday. It comprises new results and survey papers written by many renowned specialists who actively participated over the years in Vishik's seminars. Contributions include original developments and methods in PDEs and related fields, such as mathematical physics, tomography, and symplectic geometry. Papers discuss linear and nonlinear equations, particularly linear elliptic problems in angles and gener
Partial differential equations
Sloan, D; Süli, E
2001-01-01
/homepage/sac/cam/na2000/index.html7-Volume Set now available at special set price ! Over the second half of the 20th century the subject area loosely referred to as numerical analysis of partial differential equations (PDEs) has undergone unprecedented development. At its practical end, the vigorous growth and steady diversification of the field were stimulated by the demand for accurate and reliable tools for computational modelling in physical sciences and engineering, and by the rapid development of computer hardware and architecture. At the more theoretical end, the analytical insight in
Elliptic partial differential equations
Han, Qing
2011-01-01
Elliptic Partial Differential Equations by Qing Han and FangHua Lin is one of the best textbooks I know. It is the perfect introduction to PDE. In 150 pages or so it covers an amazing amount of wonderful and extraordinary useful material. I have used it as a textbook at both graduate and undergraduate levels which is possible since it only requires very little background material yet it covers an enormous amount of material. In my opinion it is a must read for all interested in analysis and geometry, and for all of my own PhD students it is indeed just that. I cannot say enough good things abo
Partial differential equations
Friedman, Avner
2008-01-01
This three-part treatment of partial differential equations focuses on elliptic and evolution equations. Largely self-contained, it concludes with a series of independent topics directly related to the methods and results of the preceding sections that helps introduce readers to advanced topics for further study. Geared toward graduate and postgraduate students of mathematics, this volume also constitutes a valuable reference for mathematicians and mathematical theorists.Starting with the theory of elliptic equations and the solution of the Dirichlet problem, the text develops the theory of we
Partial differential equations
Levine, Harold
1997-01-01
The subject matter, partial differential equations (PDEs), has a long history (dating from the 18th century) and an active contemporary phase. An early phase (with a separate focus on taut string vibrations and heat flow through solid bodies) stimulated developments of great importance for mathematical analysis, such as a wider concept of functions and integration and the existence of trigonometric or Fourier series representations. The direct relevance of PDEs to all manner of mathematical, physical and technical problems continues. This book presents a reasonably broad introductory account of the subject, with due regard for analytical detail, applications and historical matters.
Nonelliptic Partial Differential Equations
Tartakoff, David S
2011-01-01
This book provides a very readable description of a technique, developed by the author years ago but as current as ever, for proving that solutions to certain (non-elliptic) partial differential equations only have real analytic solutions when the data are real analytic (locally). The technique is completely elementary but relies on a construction, a kind of a non-commutative power series, to localize the analysis of high powers of derivatives in the so-called bad direction. It is hoped that this work will permit a far greater audience of researchers to come to a deep understanding of this tec
Elliptic partial differential equations
Volpert, Vitaly
If we had to formulate in one sentence what this book is about it might be "How partial differential equations can help to understand heat explosion, tumor growth or evolution of biological species". These and many other applications are described by reaction-diffusion equations. The theory of reaction-diffusion equations appeared in the first half of the last century. In the present time, it is widely used in population dynamics, chemical physics, biomedical modelling. The purpose of this book is to present the mathematical theory of reaction-diffusion equations in the context of their numerous applications. We will go from the general mathematical theory to specific equations and then to their applications. Mathematical anaylsis of reaction-diffusion equations will be based on the theory of Fredholm operators presented in the first volume. Existence, stability and bifurcations of solutions will be studied for bounded domains and in the case of travelling waves. The classical theory of reaction-diffusion equ...
Applied partial differential equations
Logan, J David
2004-01-01
This primer on elementary partial differential equations presents the standard material usually covered in a one-semester, undergraduate course on boundary value problems and PDEs. What makes this book unique is that it is a brief treatment, yet it covers all the major ideas: the wave equation, the diffusion equation, the Laplace equation, and the advection equation on bounded and unbounded domains. Methods include eigenfunction expansions, integral transforms, and characteristics. Mathematical ideas are motivated from physical problems, and the exposition is presented in a concise style accessible to science and engineering students; emphasis is on motivation, concepts, methods, and interpretation, rather than formal theory. This second edition contains new and additional exercises, and it includes a new chapter on the applications of PDEs to biology: age structured models, pattern formation; epidemic wave fronts, and advection-diffusion processes. The student who reads through this book and solves many of t...
2D sigma models and differential Poisson algebras
Energy Technology Data Exchange (ETDEWEB)
Arias, Cesar [Departamento de Ciencias Físicas, Universidad Andres Bello,Republica 220, Santiago (Chile); Boulanger, Nicolas [Service de Mécanique et Gravitation, Université de Mons - UMONS,20 Place du Parc, 7000 Mons (Belgium); Laboratoire de Mathématiques et Physique Théorique,Unité Mixte de Recherche 7350 du CNRS, Fédération de Recherche 2964 Denis Poisson,Université François Rabelais, Parc de Grandmont, 37200 Tours (France); Sundell, Per [Departamento de Ciencias Físicas, Universidad Andres Bello,Republica 220, Santiago (Chile); Torres-Gomez, Alexander [Departamento de Ciencias Físicas, Universidad Andres Bello,Republica 220, Santiago (Chile); Instituto de Ciencias Físicas y Matemáticas, Universidad Austral de Chile-UACh,Valdivia (Chile)
2015-08-18
We construct a two-dimensional topological sigma model whose target space is endowed with a Poisson algebra for differential forms. The model consists of an equal number of bosonic and fermionic fields of worldsheet form degrees zero and one. The action is built using exterior products and derivatives, without any reference to a worldsheet metric, and is of the covariant Hamiltonian form. The equations of motion define a universally Cartan integrable system. In addition to gauge symmetries, the model has one rigid nilpotent supersymmetry corresponding to the target space de Rham operator. The rigid and local symmetries of the action, respectively, are equivalent to the Poisson bracket being compatible with the de Rham operator and obeying graded Jacobi identities. We propose that perturbative quantization of the model yields a covariantized differential star product algebra of Kontsevich type. We comment on the resemblance to the topological A model.
Maslov indices, Poisson brackets, and singular differential forms
Esterlis, I.; Haggard, H. M.; Hedeman, A.; Littlejohn, R. G.
2014-06-01
Maslov indices are integers that appear in semiclassical wave functions and quantization conditions. They are often notoriously difficult to compute. We present methods of computing the Maslov index that rely only on typically elementary Poisson brackets and simple linear algebra. We also present a singular differential form, whose integral along a curve gives the Maslov index of that curve. The form is closed but not exact, and transforms by an exact differential under canonical transformations. We illustrate the method with the 6j-symbol, which is important in angular-momentum theory and in quantum gravity.
Partial Differential Equations
1988-01-01
The volume contains a selection of papers presented at the 7th Symposium on differential geometry and differential equations (DD7) held at the Nankai Institute of Mathematics, Tianjin, China, in 1986. Most of the contributions are original research papers on topics including elliptic equations, hyperbolic equations, evolution equations, non-linear equations from differential geometry and mechanics, micro-local analysis.
Introduction to partial differential equations
Greenspan, Donald
2000-01-01
Designed for use in a one-semester course by seniors and beginning graduate students, this rigorous presentation explores practical methods of solving differential equations, plus the unifying theory underlying the mathematical superstructure. Topics include basic concepts, Fourier series, second-order partial differential equations, wave equation, potential equation, heat equation, approximate solution of partial differential equations, and more. Exercises appear at the ends of most chapters. 1961 edition.
Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps
Li, Yan; Hu, Junhao
2013-01-01
We investigate the convergence rate of Euler-Maruyama method for a class of stochastic partial differential delay equations driven by both Brownian motion and Poisson point processes. We discretize in space by a Galerkin method and in time by using a stochastic exponential integrator. We generalize some results of Bao et al. (2011) and Jacob et al. (2009) in finite dimensions to a class of stochastic partial differential delay equations with jumps in infinite dimensions.
Stochastic partial differential equations
Chow, Pao-Liu
2014-01-01
Preliminaries Introduction Some Examples Brownian Motions and Martingales Stochastic Integrals Stochastic Differential Equations of Itô Type Lévy Processes and Stochastic IntegralsStochastic Differential Equations of Lévy Type Comments Scalar Equations of First Order Introduction Generalized Itô's Formula Linear Stochastic Equations Quasilinear Equations General Remarks Stochastic Parabolic Equations Introduction Preliminaries Solution of Stochastic Heat EquationLinear Equations with Additive Noise Some Regularity Properties Stochastic Reaction-Diffusion Equations Parabolic Equations with Grad
Elements of partial differential equations
Sneddon, Ian Naismith
1957-01-01
Geared toward students of applied rather than pure mathematics, this volume introduces elements of partial differential equations. Its focus is primarily upon finding solutions to particular equations rather than general theory.Topics include ordinary differential equations in more than two variables, partial differential equations of the first and second orders, Laplace's equation, the wave equation, and the diffusion equation. A helpful Appendix offers information on systems of surfaces, and solutions to the odd-numbered problems appear at the end of the book. Readers pursuing independent st
Basic linear partial differential equations
Treves, Francois
1975-01-01
Focusing on the archetypes of linear partial differential equations, this text for upper-level undergraduates and graduate students features most of the basic classical results. The methods, however, are decidedly nontraditional: in practically every instance, they tend toward a high level of abstraction. This approach recalls classical material to contemporary analysts in a language they can understand, as well as exploiting the field's wealth of examples as an introduction to modern theories.The four-part treatment covers the basic examples of linear partial differential equations and their
First-order partial differential equations in classical dynamics
Smith, B. R.
2009-12-01
Carathèodory's classic work on the calculus of variations explores in depth the connection between ordinary differential equations and first-order partial differential equations. The n second-order ordinary differential equations of a classical dynamical system reduce to a single first-order differential equation in 2n independent variables. The general solution of first-order partial differential equations touches on many concepts central to graduate-level courses in analytical dynamics including the Hamiltonian, Lagrange and Poisson brackets, and the Hamilton-Jacobi equation. For all but the simplest dynamical systems the solution requires one or more of these techniques. Three elementary dynamical problems (uniform acceleration, harmonic motion, and cyclotron motion) can be solved directly from the appropriate first-order partial differential equation without the use of advanced methods. The process offers an unusual perspective on classical dynamics, which is readily accessible to intermediate students who are not yet fully conversant with advanced approaches.
Dynamics of partial differential equations
Wayne, C Eugene
2015-01-01
This book contains two review articles on the dynamics of partial differential equations that deal with closely related topics but can be read independently. Wayne reviews recent results on the global dynamics of the two-dimensional Navier-Stokes equations. This system exhibits stable vortex solutions: the topic of Wayne's contribution is how solutions that start from arbitrary initial conditions evolve towards stable vortices. Weinstein considers the dynamics of localized states in nonlinear Schrodinger and Gross-Pitaevskii equations that describe many optical and quantum systems. In this contribution, Weinstein reviews recent bifurcations results of solitary waves, their linear and nonlinear stability properties, and results about radiation damping where waves lose energy through radiation. The articles, written independently, are combined into one volume to showcase the tools of dynamical systems theory at work in explaining qualitative phenomena associated with two classes of partial differential equ...
Introduction to partial differential equations
Borthwick, David
2016-01-01
This modern take on partial differential equations does not require knowledge beyond vector calculus and linear algebra. The author focuses on the most important classical partial differential equations, including conservation equations and their characteristics, the wave equation, the heat equation, function spaces, and Fourier series, drawing on tools from analysis only as they arise.Within each section the author creates a narrative that answers the five questions: (1) What is the scientific problem we are trying to understand? (2) How do we model that with PDE? (3) What techniques can we use to analyze the PDE? (4) How do those techniques apply to this equation? (5) What information or insight did we obtain by developing and analyzing the PDE? The text stresses the interplay between modeling and mathematical analysis, providing a thorough source of problems and an inspiration for the development of methods.
Jia, Wantao; Zhu, Weiqiu
2014-03-01
A stochastic averaging method for predicting the response of quasi-partially integrable and non-resonant Hamiltonian systems to combined Gaussian and Poisson white noise excitations is proposed. For the case with r (1
Abstract methods in partial differential equations
Carroll, Robert W
2012-01-01
Detailed, self-contained treatment examines modern abstract methods in partial differential equations, especially abstract evolution equations. Suitable for graduate students with some previous exposure to classical partial differential equations. 1969 edition.
Partial differential equations an introduction
Colton, David
2004-01-01
Intended for a college senior or first-year graduate-level course in partial differential equations, this text offers students in mathematics, engineering, and the applied sciences a solid foundation for advanced studies in mathematics. Classical topics presented in a modern context include coverage of integral equations and basic scattering theory. This complete and accessible treatment includes a variety of examples of inverse problems arising from improperly posed applications. Exercises at the ends of chapters, many with answers, offer a clear progression in developing an understanding of
PARALLEL SOLUTION METHODS OF PARTIAL DIFFERENTIAL EQUATIONS
Directory of Open Access Journals (Sweden)
Korhan KARABULUT
1998-03-01
Full Text Available Partial differential equations arise in almost all fields of science and engineering. Computer time spent in solving partial differential equations is much more than that of in any other problem class. For this reason, partial differential equations are suitable to be solved on parallel computers that offer great computation power. In this study, parallel solution to partial differential equations with Jacobi, Gauss-Siedel, SOR (Succesive OverRelaxation and SSOR (Symmetric SOR algorithms is studied.
International Nuclear Information System (INIS)
Grigoriu, Mircea; Samorodnitsky, Gennady
2004-01-01
Two methods are considered for assessing the asymptotic stability of the trivial solution of linear stochastic differential equations driven by Poisson white noise, interpreted as the formal derivative of a compound Poisson process. The first method attempts to extend a result for diffusion processes satisfying linear stochastic differential equations to the case of linear equations with Poisson white noise. The developments for the method are based on Ito's formula for semimartingales and Lyapunov exponents. The second method is based on a geometric ergodic theorem for Markov chains providing a criterion for the asymptotic stability of the solution of linear stochastic differential equations with Poisson white noise. Two examples are presented to illustrate the use and evaluate the potential of the two methods. The examples demonstrate limitations of the first method and the generality of the second method
Poisson-Spot Intensity Reduction with a Partially-Transparent Petal-Shaped Optical Mask
Shiri, Shahram; Wasylkiwskyj, Wasyl
2013-01-01
The presence of Poisson's spot, also known as the spot of Arago, formed along the optical axis in the geometrical shadow behind an obstruction, has been known since the 18th century. The presence of this spot can best be described as the consequence of constructive interference of light waves diffracted on the edge of the obstruction where its central position can··be determined by the symmetry of the object More recently, the elimination of this spot has received attention in the fields of particle physics, high-energy lasers, astronomy and lithography. In this paper, we introduce a novel, partially transparent petaled mask shape that suppresses the bright spot by up to 10 orders of magnitude in intensity, with powerful applications to many of the above fields. The optimization technique formulated in this design can identify mask shapes having partial transparency only near the petal tips.
Approximations of Stochastic Partial Differential Equations
Di Nunno, Giulia; Zhang, Tusheng
2014-01-01
In this paper we show that solutions of stochastic partial differ- ential equations driven by Brownian motion can be approximated by stochastic partial differential equations forced by pure jump noise/random kicks. Applications to stochastic Burgers equations are discussed.
Partial differential equations of mathematical physics
Sobolev, S L
1964-01-01
Partial Differential Equations of Mathematical Physics emphasizes the study of second-order partial differential equations of mathematical physics, which is deemed as the foundation of investigations into waves, heat conduction, hydrodynamics, and other physical problems. The book discusses in detail a wide spectrum of topics related to partial differential equations, such as the theories of sets and of Lebesgue integration, integral equations, Green's function, and the proof of the Fourier method. Theoretical physicists, experimental physicists, mathematicians engaged in pure and applied math
Introduction to partial differential equations with applications
Zachmanoglou, E C
1988-01-01
This text explores the essentials of partial differential equations as applied to engineering and the physical sciences. Discusses ordinary differential equations, integral curves and surfaces of vector fields, the Cauchy-Kovalevsky theory, more. Problems and answers.
Partial differential equations for scientists and engineers
Farlow, Stanley J
1993-01-01
Most physical phenomena, whether in the domain of fluid dynamics, electricity, magnetism, mechanics, optics, or heat flow, can be described in general by partial differential equations. Indeed, such equations are crucial to mathematical physics. Although simplifications can be made that reduce these equations to ordinary differential equations, nevertheless the complete description of physical systems resides in the general area of partial differential equations.This highly useful text shows the reader how to formulate a partial differential equation from the physical problem (constructing th
Directory of Open Access Journals (Sweden)
Hua Yang
2012-01-01
Full Text Available We are concerned with the stochastic differential delay equations with Poisson jump and Markovian switching (SDDEsPJMSs. Most SDDEsPJMSs cannot be solved explicitly as stochastic differential equations. Therefore, numerical solutions have become an important issue in the study of SDDEsPJMSs. The key contribution of this paper is to investigate the strong convergence between the true solutions and the numerical solutions to SDDEsPJMSs when the drift and diffusion coefficients are Taylor approximations.
International Nuclear Information System (INIS)
Ka-Lin, Su; Yuan-Xi, Xie
2010-01-01
By introducing a more general auxiliary ordinary differential equation (ODE), a modified variable separated ordinary differential equation method is presented for solving the (2 + 1)-dimensional sine-Poisson equation. As a result, many explicit and exact solutions of the (2 + 1)-dimensional sine-Poisson equation are derived in a simple manner by this technique. (general)
Science Academies' Refresher Course on Partial Differential ...
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 22; Issue 4. Science Academies' Refresher Course on Partial Differential Equations and their Applications (PDEA-2017). Information and Announcements Volume 22 Issue 4 April 2017 pp 429-429 ...
Partial Differential Equations Modeling and Numerical Simulation
Glowinski, Roland
2008-01-01
This book is dedicated to Olivier Pironneau. For more than 250 years partial differential equations have been clearly the most important tool available to mankind in order to understand a large variety of phenomena, natural at first and then those originating from human activity and technological development. Mechanics, physics and their engineering applications were the first to benefit from the impact of partial differential equations on modeling and design, but a little less than a century ago the Schrödinger equation was the key opening the door to the application of partial differential equations to quantum chemistry, for small atomic and molecular systems at first, but then for systems of fast growing complexity. Mathematical modeling methods based on partial differential equations form an important part of contemporary science and are widely used in engineering and scientific applications. In this book several experts in this field present their latest results and discuss trends in the numerical analy...
Sharma, P; Mišković, Z L
2015-10-07
We present a model describing the electrostatic interactions across a structure that consists of a single layer of graphene with large area, lying above an oxide substrate of finite thickness, with its surface exposed to a thick layer of liquid electrolyte containing salt ions. Our goal is to analyze the co-operative screening of the potential fluctuation in a doped graphene due to randomness in the positions of fixed charged impurities in the oxide by the charge carriers in graphene and by the mobile ions in the diffuse layer of the electrolyte. In order to account for a possibly large potential drop in the diffuse later that may arise in an electrolytically gated graphene, we use a partially linearized Poisson-Boltzmann (PB) model of the electrolyte, in which we solve a fully nonlinear PB equation for the surface average of the potential in one dimension, whereas the lateral fluctuations of the potential in graphene are tackled by linearizing the PB equation about the average potential. In this way, we are able to describe the regime of equilibrium doping of graphene to large densities for arbitrary values of the ion concentration without restrictions to the potential drop in the electrolyte. We evaluate the electrostatic Green's function for the partially linearized PB model, which is used to express the screening contributions of the graphene layer and the nearby electrolyte by means of an effective dielectric function. We find that, while the screened potential of a single charged impurity at large in-graphene distances exhibits a strong dependence on the ion concentration in the electrolyte and on the doping density in graphene, in the case of a spatially correlated two-dimensional ensemble of impurities, this dependence is largely suppressed in the autocovariance of the fluctuating potential.
Particle Systems and Partial Differential Equations I
Gonçalves, Patricia
2014-01-01
This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations I, which took place at the Centre of Mathematics of the University of Minho, Braga, Portugal, from the 5th to the 7th of December, 2012. The purpose of the conference was to bring together world leaders to discuss their topics of expertise and to present some of their latest research developments in those fields. Among the participants were researchers in probability, partial differential equations and kinetics theory. The aim of the meeting was to present to a varied public the subject of interacting particle systems, its motivation from the viewpoint of physics and its relation with partial differential equations or kinetics theory, and to stimulate discussions and possibly new collaborations among researchers with different backgrounds. The book contains lecture notes written by François Golse on the derivation of hydrodynamic equations (compressible and incompressible Euler and Navie...
Diffusions, superdiffusions and partial differential equations
Dynkin, E B
2002-01-01
Interactions between the theory of partial differential equations of elliptic and parabolic types and the theory of stochastic processes are beneficial for both probability theory and analysis. At the beginning, mostly analytic results were used by probabilists. More recently, analysts (and physicists) took inspiration from the probabilistic approach. Of course, the development of analysis in general and of the theory of partial differential equations in particular, was motivated to a great extent by problems in physics. A difference between physics and probability is that the latter provides
Generalized solutions of nonlinear partial differential equations
Rosinger, EE
1987-01-01
During the last few years, several fairly systematic nonlinear theories of generalized solutions of rather arbitrary nonlinear partial differential equations have emerged. The aim of this volume is to offer the reader a sufficiently detailed introduction to two of these recent nonlinear theories which have so far contributed most to the study of generalized solutions of nonlinear partial differential equations, bringing the reader to the level of ongoing research.The essence of the two nonlinear theories presented in this volume is the observation that much of the mathematics concernin
Numerical solution of stochastic differential equations with Poisson and Lévy white noise
Grigoriu, M.
2009-08-01
A fixed time step method is developed for integrating stochastic differential equations (SDE’s) with Poisson white noise (PWN) and Lévy white noise (LWN). The method for integrating SDE’s with PWN has the same structure as that proposed by Kim [Phys. Rev. E 76, 011109 (2007)], but is established by using different arguments. The integration of SDE’s with LWN is based on a representation of Lévy processes by sums of scaled Brownian motions and compound Poisson processes. It is shown that the numerical solutions of SDE’s with PWN and LWN converge weakly to the exact solutions of these equations, so that they can be used to estimate not only marginal properties but also distributions of functionals of the exact solutions. Numerical examples are used to demonstrate the applications and the accuracy of the proposed integration algorithms.
Numerical solution of stochastic differential equations with Poisson and Lévy white noise.
Grigoriu, M
2009-08-01
A fixed time step method is developed for integrating stochastic differential equations (SDE's) with Poisson white noise (PWN) and Lévy white noise (LWN). The method for integrating SDE's with PWN has the same structure as that proposed by Kim [Phys. Rev. E 76, 011109 (2007)], but is established by using different arguments. The integration of SDE's with LWN is based on a representation of Lévy processes by sums of scaled Brownian motions and compound Poisson processes. It is shown that the numerical solutions of SDE's with PWN and LWN converge weakly to the exact solutions of these equations, so that they can be used to estimate not only marginal properties but also distributions of functionals of the exact solutions. Numerical examples are used to demonstrate the applications and the accuracy of the proposed integration algorithms.
Directory of Open Access Journals (Sweden)
Diem Dang Huan
2015-12-01
Full Text Available The current paper is concerned with the controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with infinite delay and Poisson jumps in Hilbert spaces. Using the theory of a strongly continuous cosine family of bounded linear operators, stochastic analysis theory and with the help of the Banach fixed point theorem, we derive a new set of sufficient conditions for the controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with infinite delay and Poisson jumps. Finally, an application to the stochastic nonlinear wave equation with infinite delay and Poisson jumps is given.
Computational partial differential equations using Matlab
Li, Jichun
2008-01-01
Brief Overview of Partial Differential Equations The parabolic equations The wave equations The elliptic equations Differential equations in broader areasA quick review of numerical methods for PDEsFinite Difference Methods for Parabolic Equations Introduction Theoretical issues: stability, consistence, and convergence 1-D parabolic equations2-D and 3-D parabolic equationsNumerical examples with MATLAB codesFinite Difference Methods for Hyperbolic Equations IntroductionSome basic difference schemes Dissipation and dispersion errors Extensions to conservation lawsThe second-order hyperbolic PDE
Numerical approximation of partial differential equations
Bartels, Sören
2016-01-01
Finite element methods for approximating partial differential equations have reached a high degree of maturity, and are an indispensible tool in science and technology. This textbook aims at providing a thorough introduction to the construction, analysis, and implementation of finite element methods for model problems arising in continuum mechanics. The first part of the book discusses elementary properties of linear partial differential equations along with their basic numerical approximation, the functional-analytical framework for rigorously establishing existence of solutions, and the construction and analysis of basic finite element methods. The second part is devoted to the optimal adaptive approximation of singularities and the fast iterative solution of linear systems of equations arising from finite element discretizations. In the third part, the mathematical framework for analyzing and discretizing saddle-point problems is formulated, corresponding finte element methods are analyzed, and particular ...
Hamiltonian partial differential equations and applications
Nicholls, David; Sulem, Catherine
2015-01-01
This book is a unique selection of work by world-class experts exploring the latest developments in Hamiltonian partial differential equations and their applications. Topics covered within are representative of the field’s wide scope, including KAM and normal form theories, perturbation and variational methods, integrable systems, stability of nonlinear solutions as well as applications to cosmology, fluid mechanics and water waves. The volume contains both surveys and original research papers and gives a concise overview of the above topics, with results ranging from mathematical modeling to rigorous analysis and numerical simulation. It will be of particular interest to graduate students as well as researchers in mathematics and physics, who wish to learn more about the powerful and elegant analytical techniques for Hamiltonian partial differential equations.
Stochastic partial differential equations an introduction
Liu, Wei
2015-01-01
This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. The theory of SPDEs is based both on the theory of deterministic partial differential equations, as well as on modern stochastic analysis. Whilst this volume mainly follows the ‘variational approach’, it also contains a short account on the ‘semigroup (or mild solution) approach’. In particular, the volume contains a complete presentation of the main existence and uniqueness results in the case of locally monotone coefficients. Various types of generalized coercivity conditions are shown to guarantee non-explosion, but also a systematic approach to treat SPDEs with explosion in finite time is developed. It is, so far, the only book where the latter and t...
An Interesting Class of Partial Differential Equations
Yong, Wen-an
2007-01-01
This paper presents an observation that under reasonable conditions, many partial differential equations from mathematical physics possess three structural properties. One of them can be understand as a variant of the celebrated Onsager reciprocal relation in Modern Thermodynamics. It displays a direct relation of irreversible processes to the entropy change. We show that the properties imply various entropy dissipation conditions for hyperbolic relaxation problems. As an application of the o...
Ambit processes and stochastic partial differential equations
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Benth, Fred Espen; Veraart, Almut
Ambit processes are general stochastic processes based on stochastic integrals with respect to Lévy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection between...... ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Lévy noise analysis....
First-order partial differential equations
Rhee, Hyun-Ku; Amundson, Neal R
2001-01-01
This first volume of a highly regarded two-volume text is fully usable on its own. After going over some of the preliminaries, the authors discuss mathematical models that yield first-order partial differential equations; motivations, classifications, and some methods of solution; linear and semilinear equations; chromatographic equations with finite rate expressions; homogeneous and nonhomogeneous quasilinear equations; formation and propagation of shocks; conservation equations, weak solutions, and shock layers; nonlinear equations; and variational problems. Exercises appear at the end of mo
Partial differential equations in several complex variables
Chen, So-Chin
2001-01-01
This book is intended both as an introductory text and as a reference book for those interested in studying several complex variables in the context of partial differential equations. In the last few decades, significant progress has been made in the fields of Cauchy-Riemann and tangential Cauchy-Riemann operators. This book gives an up-to-date account of the theories for these equations and their applications. The background material in several complex variables is developed in the first three chapters, leading to the Levi problem. The next three chapters are devoted to the solvability and regularity of the Cauchy-Riemann equations using Hilbert space techniques. The authors provide a systematic study of the Cauchy-Riemann equations and the \\bar\\partial-Neumann problem, including L^2 existence theorems on pseudoconvex domains, \\frac 12-subelliptic estimates for the \\bar\\partial-Neumann problems on strongly pseudoconvex domains, global regularity of \\bar\\partial on more general pseudoconvex domains, boundary ...
Nonlinear partial differential equations: Integrability, geometry and related topics
Krasil'shchik, Joseph; Rubtsov, Volodya
2017-03-01
Geometry and Differential Equations became inextricably entwined during the last one hundred fifty years after S. Lie and F. Klein's fundamental insights. The two subjects go hand in hand and they mutually enrich each other, especially after the "Soliton Revolution" and the glorious streak of Symplectic and Poisson Geometry methods in the context of Integrability and Solvability problems for Non-linear Differential Equations.
ERC Workshop on Geometric Partial Differential Equations
Novaga, Matteo; Valdinoci, Enrico
2013-01-01
This book is the outcome of a conference held at the Centro De Giorgi of the Scuola Normale of Pisa in September 2012. The aim of the conference was to discuss recent results on nonlinear partial differential equations, and more specifically geometric evolutions and reaction-diffusion equations. Particular attention was paid to self-similar solutions, such as solitons and travelling waves, asymptotic behaviour, formation of singularities and qualitative properties of solutions. These problems arise in many models from Physics, Biology, Image Processing and Applied Mathematics in general, and have attracted a lot of attention in recent years.
Partial differential equation models in macroeconomics.
Achdou, Yves; Buera, Francisco J; Lasry, Jean-Michel; Lions, Pierre-Louis; Moll, Benjamin
2014-11-13
The purpose of this article is to get mathematicians interested in studying a number of partial differential equations (PDEs) that naturally arise in macroeconomics. These PDEs come from models designed to study some of the most important questions in economics. At the same time, they are highly interesting for mathematicians because their structure is often quite difficult. We present a number of examples of such PDEs, discuss what is known about their properties, and list some open questions for future research. © 2014 The Author(s) Published by the Royal Society. All rights reserved.
Nonlinear partial differential equations and their applications
Lions, Jacques Louis
2002-01-01
This book contains the written versions of lectures delivered since 1997 in the well-known weekly seminar on Applied Mathematics at the Collège de France in Paris, directed by Jacques-Louis Lions. It is the 14th and last of the series, due to the recent and untimely death of Professor Lions. The texts in this volume deal mostly with various aspects of the theory of nonlinear partial differential equations. They present both theoretical and applied results in many fields of growing importance such as Calculus of variations and optimal control, optimization, system theory and control, op
Boundary value problems and partial differential equations
Powers, David L
2005-01-01
Boundary Value Problems is the leading text on boundary value problems and Fourier series. The author, David Powers, (Clarkson) has written a thorough, theoretical overview of solving boundary value problems involving partial differential equations by the methods of separation of variables. Professors and students agree that the author is a master at creating linear problems that adroitly illustrate the techniques of separation of variables used to solve science and engineering.* CD with animations and graphics of solutions, additional exercises and chapter review questions* Nearly 900 exercises ranging in difficulty* Many fully worked examples
Numerical Methods for Partial Differential Equations
Guo, Ben-yu
1987-01-01
These Proceedings of the first Chinese Conference on Numerical Methods for Partial Differential Equations covers topics such as difference methods, finite element methods, spectral methods, splitting methods, parallel algorithm etc., their theoretical foundation and applications to engineering. Numerical methods both for boundary value problems of elliptic equations and for initial-boundary value problems of evolution equations, such as hyperbolic systems and parabolic equations, are involved. The 16 papers of this volume present recent or new unpublished results and provide a good overview of current research being done in this field in China.
Fractional partial differential equations with boundary conditions
Baeumer, Boris; Kovács, Mihály; Sankaranarayanan, Harish
2018-01-01
We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for modelling using spatial fractional derivatives. We show well-posedness of the associated Cauchy problems in C0 (Ω) and L1 (Ω). In order to do so we develop a new method of embedding finite state Markov processes into Feller processes on bounded domains and then show convergence of the respective Feller processes. This also gives a numerical approximation of the solution. The proof of well-posedness closes a gap in many numerical algorithm articles approximating solutions to fractional differential equations that use the Lax-Richtmyer Equivalence Theorem to prove convergence without checking well-posedness.
Stochastic differential equations, backward SDEs, partial differential equations
Pardoux, Etienne
2014-01-01
This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under minimal regularity assumptions, and also extends those results to equations with multivalued coefficients. The authors present in particular the theory of reflected SDEs in the above mentioned framework and include exercises at the end of each chapter. Stochastic calculus and stochastic differential equations (SDEs) were first introduced by K. Itô in the 1940s, in order to construct the path of diffusion processes (which are continuous time Markov processes with continuous trajectories taking their values in a finite dimensional vector space or manifold), which had been studied from a more analytic point of view by Kolmogorov in the 1930s. Since then, this topic has...
Partial Differential Equations and Solitary Waves Theory
Wazwaz, Abdul-Majid
2009-01-01
"Partial Differential Equations and Solitary Waves Theory" is a self-contained book divided into two parts: Part I is a coherent survey bringing together newly developed methods for solving PDEs. While some traditional techniques are presented, this part does not require thorough understanding of abstract theories or compact concepts. Well-selected worked examples and exercises shall guide the reader through the text. Part II provides an extensive exposition of the solitary waves theory. This part handles nonlinear evolution equations by methods such as Hirota’s bilinear method or the tanh-coth method. A self-contained treatment is presented to discuss complete integrability of a wide class of nonlinear equations. This part presents in an accessible manner a systematic presentation of solitons, multi-soliton solutions, kinks, peakons, cuspons, and compactons. While the whole book can be used as a text for advanced undergraduate and graduate students in applied mathematics, physics and engineering, Part II w...
Inverse problems for partial differential equations
Isakov, Victor
2017-01-01
This third edition expands upon the earlier edition by adding nearly 40 pages of new material reflecting the analytical and numerical progress in inverse problems in last 10 years. As in the second edition, the emphasis is on new ideas and methods rather than technical improvements. These new ideas include use of the stationary phase method in the two-dimensional elliptic problems and of multi frequencies\\temporal data to improve stability and numerical resolution. There are also numerous corrections and improvements of the exposition throughout. This book is intended for mathematicians working with partial differential equations and their applications, physicists, geophysicists, and financial, electrical, and mechanical engineers involved with nondestructive evaluation, seismic exploration, remote sensing, and various kinds of tomography. Review of the second edition: "The first edition of this excellent book appeared in 1998 and became a standard reference for everyone interested in analysis and numerics of...
Analysis of linear partial differential operators
Hörmander , Lars
2005-01-01
This volume is an expanded version of Chapters III, IV, V and VII of my 1963 book "Linear partial differential operators". In addition there is an entirely new chapter on convolution equations, one on scattering theory, and one on methods from the theory of analytic functions of several complex variables. The latter is somewhat limited in scope though since it seems superfluous to duplicate the monographs by Ehrenpreis and by Palamodov on this subject. The reader is assumed to be familiar with distribution theory as presented in Volume I. Most topics discussed here have in fact been encountered in Volume I in special cases, which should provide the necessary motivation and background for a more systematic and precise exposition. The main technical tool in this volume is the Fourier- Laplace transformation. More powerful methods for the study of operators with variable coefficients will be developed in Volume III. However, constant coefficient theory has given the guidance for all that work. Although the field...
Hilbert space methods for partial differential equations
Directory of Open Access Journals (Sweden)
Ralph E. Showalter
1994-09-01
Full Text Available This book is an outgrowth of a course which we have given almost periodically over the last eight years. It is addressed to beginning graduate students of mathematics, engineering, and the physical sciences. Thus, we have attempted to present it while presupposing a minimal background: the reader is assumed to have some prior acquaintance with the concepts of ``linear'' and ``continuous'' and also to believe $L^2$ is complete. An undergraduate mathematics training through Lebesgue integration is an ideal background but we dare not assume it without turning away many of our best students. The formal prerequisite consists of a good advanced calculus course and a motivation to study partial differential equations.
Partial differential equations mathematical techniques for engineers
Epstein, Marcelo
2017-01-01
This monograph presents a graduate-level treatment of partial differential equations (PDEs) for engineers. The book begins with a review of the geometrical interpretation of systems of ODEs, the appearance of PDEs in engineering is motivated by the general form of balance laws in continuum physics. Four chapters are devoted to a detailed treatment of the single first-order PDE, including shock waves and genuinely non-linear models, with applications to traffic design and gas dynamics. The rest of the book deals with second-order equations. In the treatment of hyperbolic equations, geometric arguments are used whenever possible and the analogy with discrete vibrating systems is emphasized. The diffusion and potential equations afford the opportunity of dealing with questions of uniqueness and continuous dependence on the data, the Fourier integral, generalized functions (distributions), Duhamel's principle, Green's functions and Dirichlet and Neumann problems. The target audience primarily comprises graduate s...
Handbook of differential equations stationary partial differential equations
Chipot, Michel
2006-01-01
This handbook is volume III in a series devoted to stationary partial differential quations. Similarly as volumes I and II, it is a collection of self contained state-of-the-art surveys written by well known experts in the field. The topics covered by this handbook include singular and higher order equations, problems near critically, problems with anisotropic nonlinearities, dam problem, T-convergence and Schauder-type estimates. These surveys will be useful for both beginners and experts and speed up the progress of corresponding (rapidly developing and fascinating) areas of mathematics. Ke
Compatible Spatial Discretizations for Partial Differential Equations
Energy Technology Data Exchange (ETDEWEB)
Arnold, Douglas, N, ed.
2004-11-25
From May 11--15, 2004, the Institute for Mathematics and its Applications held a hot topics workshop on Compatible Spatial Discretizations for Partial Differential Equations. The numerical solution of partial differential equations (PDE) is a fundamental task in science and engineering. The goal of the workshop was to bring together a spectrum of scientists at the forefront of the research in the numerical solution of PDEs to discuss compatible spatial discretizations. We define compatible spatial discretizations as those that inherit or mimic fundamental properties of the PDE such as topology, conservation, symmetries, and positivity structures and maximum principles. A wide variety of discretization methods applied across a wide range of scientific and engineering applications have been designed to or found to inherit or mimic intrinsic spatial structure and reproduce fundamental properties of the solution of the continuous PDE model at the finite dimensional level. A profusion of such methods and concepts relevant to understanding them have been developed and explored: mixed finite element methods, mimetic finite differences, support operator methods, control volume methods, discrete differential forms, Whitney forms, conservative differencing, discrete Hodge operators, discrete Helmholtz decomposition, finite integration techniques, staggered grid and dual grid methods, etc. This workshop seeks to foster communication among the diverse groups of researchers designing, applying, and studying such methods as well as researchers involved in practical solution of large scale problems that may benefit from advancements in such discretizations; to help elucidate the relations between the different methods and concepts; and to generally advance our understanding in the area of compatible spatial discretization methods for PDE. Particular points of emphasis included: + Identification of intrinsic properties of PDE models that are critical for the fidelity of numerical
Symmetric solutions of evolutionary partial differential equations
Bruell, Gabriele; Ehrnström, Mats; Geyer, Anna; Pei, Long
2017-10-01
We show that for a large class of evolutionary nonlinear and nonlocal partial differential equations, symmetry of solutions implies very restrictive properties of the solutions and symmetry axes. These restrictions are formulated in terms of three principles, based on the structure of the equations. The first principle covers equations that allow for steady solutions and shows that any spatially symmetric solution is in fact steady with a speed determined by the motion of the axis of symmetry at the initial time. The second principle includes equations that admit breathers and steady waves, and therefore is less strong: it holds that the axes of symmetry are constant in time. The last principle is a mixed case, when the equation contains terms of the kind from both earlier principles, and there may be different outcomes; for a class of such equations one obtains that a spatially symmetric solution must be constant in both time and space. We list and give examples of more than 30 well-known equations and systems in one and several dimensions satisfying these principles; corresponding results for weak formulations of these equations may be attained using the same techniques. Our investigation is a generalisation of a local and one-dimensional version of the first principle from Ehrnström et al (2009 Int. Math. Res. Not. 2009 4578-96) to nonlocal equations, systems and higher dimensions, as well as a study of the standing and mixed cases.
Partial Differential Equations in General Relativity
International Nuclear Information System (INIS)
Choquet-Bruhat, Yvonne
2008-01-01
General relativity is a physical theory basic in the modeling of the universe at the large and small scales. Its mathematical formulation, the Einstein partial differential equations, are geometrically simple, but intricate for the analyst, involving both hyperbolic and elliptic PDE, with local and global problems. Many problems remain open though remarkable progress has been made recently towards their solutions. Alan Rendall's book states, in a down-to-earth form, fundamental results used to solve different types of equations. In each case he gives applications to special models as well as to general properties of Einsteinian spacetimes. A chapter on ODE contains, in particular, a detailed discussion of Bianchi spacetimes. A chapter entitled 'Elliptic systems' treats the Einstein constraints. A chapter entitled 'Hyperbolic systems' is followed by a chapter on the Cauchy problem and a chapter 'Global results' which contains recently proved theorems. A chapter is dedicated to the Einstein-Vlasov system, of which the author is a specialist. On the whole, the book surveys, in a concise though precise way, many essential results of recent interest in mathematical general relativity, and it is very clearly written. Each chapter is followed by an up to date bibliography. In conclusion, this book will be a valuable asset to relativists who wish to learn clearly-stated mathematical results and to mathematicians who want to penetrate into the subtleties of general relativity, as a mathematical and physical theory. (book review)
Partial Differential Equations in General Relativity
Energy Technology Data Exchange (ETDEWEB)
Choquet-Bruhat, Yvonne
2008-09-07
General relativity is a physical theory basic in the modeling of the universe at the large and small scales. Its mathematical formulation, the Einstein partial differential equations, are geometrically simple, but intricate for the analyst, involving both hyperbolic and elliptic PDE, with local and global problems. Many problems remain open though remarkable progress has been made recently towards their solutions. Alan Rendall's book states, in a down-to-earth form, fundamental results used to solve different types of equations. In each case he gives applications to special models as well as to general properties of Einsteinian spacetimes. A chapter on ODE contains, in particular, a detailed discussion of Bianchi spacetimes. A chapter entitled 'Elliptic systems' treats the Einstein constraints. A chapter entitled 'Hyperbolic systems' is followed by a chapter on the Cauchy problem and a chapter 'Global results' which contains recently proved theorems. A chapter is dedicated to the Einstein-Vlasov system, of which the author is a specialist. On the whole, the book surveys, in a concise though precise way, many essential results of recent interest in mathematical general relativity, and it is very clearly written. Each chapter is followed by an up to date bibliography. In conclusion, this book will be a valuable asset to relativists who wish to learn clearly-stated mathematical results and to mathematicians who want to penetrate into the subtleties of general relativity, as a mathematical and physical theory. (book review)
Parameter Estimation of Partial Differential Equation Models
Xun, Xiaolei
2013-09-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown and need to be estimated from the measurements of the dynamic system in the presence of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from long-range infrared light detection and ranging data. Supplementary materials for this article are available online. © 2013 American Statistical Association.
Lagrangian vector field and Lagrangian formulation of partial differential equations
Directory of Open Access Journals (Sweden)
M.Chen
2005-01-01
Full Text Available In this paper we consider the Lagrangian formulation of a system of second order quasilinear partial differential equations. Specifically we construct a Lagrangian vector field such that the flows of the vector field satisfy the original system of partial differential equations.
A note on the Lie symmetries of complex partial differential ...
Indian Academy of Sciences (India)
Folklore suggests that the split Lie-like operators of a complex partial differential equation are symmetries of the split system of real partial differential equations. However, this is not the case generally. We illustrate this by using the complex heat equation, wave equation with dissipation, the nonlinear Burgers equation and ...
Exact solutions for some nonlinear systems of partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Darwish, A.A. [Department of Mathematics, Faculty of Science, Helwan University (Egypt)], E-mail: profdarwish@yahoo.com; Ramady, A. [Department of Mathematics, Faculty of Science, Beni-Suef University (Egypt)], E-mail: aramady@yahoo.com
2009-04-30
A direct and unified algebraic method for constructing multiple travelling wave solutions of nonlinear systems of partial differential equations (PDEs) is used and implemented in a computer algebraic system. New solutions for some nonlinear partial differential equations (NLPDEs) are obtained. Graphs of the solutions are displayed.
Topics in numerical partial differential equations and scientific computing
2016-01-01
Numerical partial differential equations (PDEs) are an important part of numerical simulation, the third component of the modern methodology for science and engineering, besides the traditional theory and experiment. This volume contains papers that originated with the collaborative research of the teams that participated in the IMA Workshop for Women in Applied Mathematics: Numerical Partial Differential Equations and Scientific Computing in August 2014.
A note on the Lie symmetries of complex partial differential ...
Indian Academy of Sciences (India)
Abstract. Folklore suggests that the split Lie-like operators of a complex partial differential equa- tion are symmetries of the split system of real partial differential equations. However, this is not the case generally. We illustrate this by using the complex heat equation, wave equation with dissipation, the nonlinear Burgers ...
Effective action for stochastic partial differential equations.
Hochberg, D; Molina-París, C; Pérez-Mercader, J; Visser, M
1999-12-01
Stochastic partial differential equations (SPDEs) are the basic tool for modeling systems where noise is important. SPDEs are used for models of turbulence, pattern formation, and the structural development of the universe itself. It is reasonably well known that certain SPDEs can be manipulated to be equivalent to (nonquantum) field theories that nevertheless exhibit deep and important relationships with quantum field theory. In this paper we systematically extend these ideas: We set up a functional integral formalism and demonstrate how to extract all the one-loop physics for an arbitrary SPDE subject to arbitrary Gaussian noise. It is extremely important to realize that Gaussian noise does not imply that the field variables undergo Gaussian fluctuations, and that these nonquantum field theories are fully interacting. The limitation to one loop is not as serious as might be supposed: Experience with quantum field theories (QFTs) has taught us that one-loop physics is often quite adequate to give a good description of the salient issues. The limitation to one loop does, however, offer marked technical advantages: Because at one loop almost any field theory can be rendered finite using zeta function technology, we can sidestep the complications inherent in the Martin-Siggia-Rose formalism (the SPDE analog of the Becchi-Rouet-Stora-Tyutin formalism used in QFT) and instead focus attention on a minimalist approach that uses only the physical fields (this "direct approach" is the SPDE analog of canonical quantization using physical fields). After setting up the general formalism for the characteristic functional (partition function), we show how to define the effective action to all loops, and then focus on the one-loop effective action and its specialization to constant fields: the effective potential. The physical interpretation of the effective action and effective potential for SPDEs is addressed and we show that key features carry over from QFT to the case of
Directory of Open Access Journals (Sweden)
Hossein Jafari
2016-04-01
Full Text Available The non-differentiable solution of the linear and non-linear partial differential equations on Cantor sets is implemented in this article. The reduced differential transform method is considered in the local fractional operator sense. The four illustrative examples are given to show the efficiency and accuracy features of the presented technique to solve local fractional partial differential equations.
Hossein Jafari; Hassan K Jassim; Seithuti P Moshokoa; Vernon M Ariyan; Fairouz Tchier
2016-01-01
The non-differentiable solution of the linear and non-linear partial differential equations on Cantor sets is implemented in this article. The reduced differential transform method is considered in the local fractional operator sense. The four illustrative examples are given to show the efficiency and accuracy features of the presented technique to solve local fractional partial differential equations.
Partial differential equations & boundary value problems with Maple
Articolo, George A
2009-01-01
Partial Differential Equations and Boundary Value Problems with Maple presents all of the material normally covered in a standard course on partial differential equations, while focusing on the natural union between this material and the powerful computational software, Maple. The Maple commands are so intuitive and easy to learn, students can learn what they need to know about the software in a matter of hours- an investment that provides substantial returns. Maple''s animation capabilities allow students and practitioners to see real-time displays of the solutions of partial differential equations. Maple files can be found on the books website. Ancillary list: Maple files- http://www.elsevierdirect.com/companion.jsp?ISBN=9780123747327 Provides a quick overview of the software w/simple commands needed to get startedIncludes review material on linear algebra and Ordinary Differential equations, and their contribution in solving partial differential equationsIncorporates an early introduction to Sturm-L...
Fem Formulation of Coupled Partial Differential Equations for Heat Transfer
Ameer Ahamad, N.; Soudagar, Manzoor Elahi M.; Kamangar, Sarfaraz; Anjum Badruddin, Irfan
2017-08-01
Heat Transfer in any field plays an important role for transfer of energy from one region to another region. The heat transfer in porous medium can be simulated with the help of two partial differential equations. These equations need an alternate and relatively easy method due to complexity of the phenomenon involved. This article is dedicated to discuss the finite element formulation of heat transfer in porous medium in Cartesian coordinates. A triangular element is considered to discretize the governing partial differential equations and matrix equations are developed for 3 nodes of element. Iterative approach is used for the two sets of matrix equations involved representing two partial differential equations.
From ordinary to partial differential equations
Esposito, Giampiero
2017-01-01
This book is addressed to mathematics and physics students who want to develop an interdisciplinary view of mathematics, from the age of Riemann, Poincaré and Darboux to basic tools of modern mathematics. It enables them to acquire the sensibility necessary for the formulation and solution of difficult problems, with an emphasis on concepts, rigour and creativity. It consists of eight self-contained parts: ordinary differential equations; linear elliptic equations; calculus of variations; linear and non-linear hyperbolic equations; parabolic equations; Fuchsian functions and non-linear equations; the functional equations of number theory; pseudo-differential operators and pseudo-differential equations. The author leads readers through the original papers and introduces new concepts, with a selection of topics and examples that are of high pedagogical value.
Introduction to partial differential equations and Hilbert space methods
Gustafson, Karl E
1997-01-01
Easy-to-use text examines principal method of solving partial differential equations, 1st-order systems, computation methods, and much more. Over 600 exercises, with answers for many. Ideal for a 1-semester or full-year course.
Partial differential equations and systems related to Morrey spaces
Ragusa, Maria Alessandra
2012-01-01
This PhD thesis deals with the study of well posedness, existence and regularity properties of solutions of partial differential equations and systems. Preparatory to the study of partial differential equations is the action of some integral operators, that are extensively used. Such results are very useful to obtain regularity properties of solutions of elliptic, parabolic and ultraparabolic equations of second order with discontinuous coefficients, and later of systems. The thesis consists...
A Line-Tau Collocation Method for Partial Differential Equations ...
African Journals Online (AJOL)
The method of lines is used to convert the partial differential equation (PDE) to a sequence of ordinary differential equations (ODEs) which is then solved by the tau collocation method to obtain an approximate continuous solution in the spatial variable x at a fixed t-level. The choice of the tau collocation method over the tau ...
Elliptic partial differential equations of second order
Gilbarg, David
2001-01-01
From the reviews: "This is a book of interest to any having to work with differential equations, either as a reference or as a book to learn from. The authors have taken trouble to make the treatment self-contained. It (is) suitable required reading for a PhD student. Although the material has been developed from lectures at Stanford, it has developed into an almost systematic coverage that is much longer than could be covered in a year's lectures". Newsletter, New Zealand Mathematical Society, 1985 "Primarily addressed to graduate students this elegant book is accessible and useful to a broad spectrum of applied mathematicians". Revue Roumaine de Mathématiques Pures et Appliquées,1985.
Partial differential equations with numerical methods
Larsson, Stig
2003-01-01
The book is suitable for advanced undergraduate and beginning graduate students of applied mathematics and engineering. The main theme is the integration of the theory of linear PDEs and the numerical solution of such equations. For each type of PDE, elliptic, parabolic, and hyperbolic, the text contains one chapter on the mathematical theory of the differential equation, followed by one chapter on finite difference methods and one on finite element methods. As preparation, the two-point boundary value problem and the initial-value problem for ODEs are discussed in separate chapters. There is also one chapter on the elliptic eigenvalue problem and eigenfunction expansion. The presentation does not presume a deep knowledge of mathematical and functional analysis. Some background on linear functional analysis and Sobolev spaces, and also on numerical linear algebra, is reviewed in two appendices.
On the relation between elementary partial difference equations and partial differential equations
van den Berg, I.P.
1998-01-01
The nonstandard stroboscopy method links discrete-time ordinary difference equations of first-order and continuous-time, ordinary differential equations of first order. We extend this method to the second order, and also to an elementary, yet general class of partial difference/differential
Partial differential equations modeling, analysis and numerical approximation
Le Dret, Hervé
2016-01-01
This book is devoted to the study of partial differential equation problems both from the theoretical and numerical points of view. After presenting modeling aspects, it develops the theoretical analysis of partial differential equation problems for the three main classes of partial differential equations: elliptic, parabolic and hyperbolic. Several numerical approximation methods adapted to each of these examples are analyzed: finite difference, finite element and finite volumes methods, and they are illustrated using numerical simulation results. Although parts of the book are accessible to Bachelor students in mathematics or engineering, it is primarily aimed at Masters students in applied mathematics or computational engineering. The emphasis is on mathematical detail and rigor for the analysis of both continuous and discrete problems. .
Strong solutions of semilinear stochastic partial differential equations
Czech Academy of Sciences Publication Activity Database
Hofmanová, Martina
2013-01-01
Roč. 20, č. 3 (2013), s. 757-778 ISSN 1021-9722 R&D Projects: GA ČR GAP201/10/0752 Institutional support: RVO:67985556 Keywords : stochastic partial differential equations * strongly elliptic differential operator * strongly continuous semigroup Subject RIV: BA - General Mathematics Impact factor: 0.971, year: 2013 http://library.utia.cas.cz/separaty/2013/SI/hofmanova-0393085.pdf
Function spaces and partial differential equations volume 2 : contemporary analysis
Taheri, Ali
2015-01-01
This is a book written primarily for graduate students and early researchers in the fields of Analysis and Partial Differential Equations (PDEs). Coverage of the material is essentially self-contained, extensive and novel with great attention to details and rigour.
Approximate factorization for time-dependent partial differential equations
P.J. van der Houwen; B.P. Sommeijer (Ben)
1999-01-01
textabstractThe first application of approximate factorization in the numerical solution of time-dependent partial differential equations (PDEs) can be traced back to the celebrated papers of Peaceman and Rachford and of Douglas in 1955. For linear problems, the Peaceman-Rachford- Douglas method can
Advances in nonlinear partial differential equations and stochastics
Kawashima, S
1998-01-01
In the past two decades, there has been great progress in the theory of nonlinear partial differential equations. This book describes the progress, focusing on interesting topics in gas dynamics, fluid dynamics, elastodynamics etc. It contains ten articles, each of which discusses a very recent result obtained by the author. Some of these articles review related results.
Mild Solutions of Neutral Stochastic Partial Functional Differential Equations
Directory of Open Access Journals (Sweden)
T. E. Govindan
2011-01-01
Full Text Available This paper studies the existence and uniqueness of a mild solution for a neutral stochastic partial functional differential equation using a local Lipschitz condition. When the neutral term is zero and even in the deterministic special case, the result obtained here appears to be new. An example is included to illustrate the theory.
Initial and boundary value problems for partial functional differential equations
Directory of Open Access Journals (Sweden)
S. K. Ntouyas
1997-01-01
Full Text Available In this paper we study the existence of solutions to initial and boundary value problems of partial functional differential equations via a fixed-point analysis approach. Using the topological transversality theorem we derive conditions under which an initial or a boundary value problem has a solution.
Function spaces and partial differential equations 2 volume set
Taheri, Ali
2015-01-01
This is a book written primarily for graduate students and early researchers in the fields of Analysis and Partial Differential Equations (PDEs). Coverage of the material is essentially self-contained, extensive and novel with great attention to details and rigour.
Exact solutions of some nonlinear partial differential equations using ...
Indian Academy of Sciences (India)
The functional variable method is a powerful solution method for obtaining exact solutions of some nonlinear partial differential equations. In this paper, the functional variable method is used to establish exact solutions of the generalized forms of Klein–Gordon equation, the (2 + 1)-dimensional Camassa–Holm ...
Fractional Poisson Fields and Martingales
Aletti, Giacomo; Leonenko, Nikolai; Merzbach, Ely
2018-01-01
We present new properties for the Fractional Poisson process (FPP) and the Fractional Poisson field on the plane. A martingale characterization for FPPs is given. We extend this result to Fractional Poisson fields, obtaining some other characterizations. The fractional differential equations are studied. We consider a more general Mixed-Fractional Poisson process and show that this process is the stochastic solution of a system of fractional differential-difference equations. Finally, we give some simulations of the Fractional Poisson field on the plane.
Fractional Poisson Fields and Martingales
Aletti, Giacomo; Leonenko, Nikolai; Merzbach, Ely
2018-02-01
We present new properties for the Fractional Poisson process (FPP) and the Fractional Poisson field on the plane. A martingale characterization for FPPs is given. We extend this result to Fractional Poisson fields, obtaining some other characterizations. The fractional differential equations are studied. We consider a more general Mixed-Fractional Poisson process and show that this process is the stochastic solution of a system of fractional differential-difference equations. Finally, we give some simulations of the Fractional Poisson field on the plane.
Calculation of similarity solutions of partial differential equations
International Nuclear Information System (INIS)
Dresner, L.
1980-08-01
When a partial differential equation in two independent variables is invariant to a group G of stretching transformations, it has similarity solutions that can be found by solving an ordinary differential equation. Under broad conditions, this ordinary differential equation is also invariant to another stretching group G', related to G. The invariance of the ordinary differential equation to G' can be used to simplify its solution, particularly if it is of second order. Then a method of Lie's can be used to reduce it to a first-order equation, the study of which is greatly facilitated by analysis of its direction field. The method developed here is applied to three examples: Blasius's equation for boundary layer flow over a flat plate and two nonlinear diffusion equations, cc/sub t/ = c/sub zz/ and c/sub t/ = (cc/sub z/)/sub z/
Artificial neural networks for solving ordinary and partial differential equations.
Lagaris, I E; Likas, A; Fotiadis, D I
1998-01-01
We present a method to solve initial and boundary value problems using artificial neural networks. A trial solution of the differential equation is written as a sum of two parts. The first part satisfies the initial/boundary conditions and contains no adjustable parameters. The second part is constructed so as not to affect the initial/boundary conditions. This part involves a feedforward neural network containing adjustable parameters (the weights). Hence by construction the initial/boundary conditions are satisfied and the network is trained to satisfy the differential equation. The applicability of this approach ranges from single ordinary differential equations (ODE's), to systems of coupled ODE's and also to partial differential equations (PDE's). In this article, we illustrate the method by solving a variety of model problems and present comparisons with solutions obtained using the Galekrkin finite element method for several cases of partial differential equations. With the advent of neuroprocessors and digital signal processors the method becomes particularly interesting due to the expected essential gains in the execution speed.
Adaptive solution of partial differential equations in multiwavelet bases
International Nuclear Information System (INIS)
Alpert, B.; Beylkin, G.; Gines, D.; Vozovoi, L.
2002-01-01
We construct multiresolution representations of derivative and exponential operators with linear boundary conditions in multiwavelet bases and use them to develop a simple, adaptive scheme for the solution of nonlinear, time-dependent partial differential equations. The emphasis on hierarchical representations of functions on intervals helps to address issues of both high-order approximation and efficient application of integral operators, and the lack of regularity of multiwavelets does not preclude their use in representing differential operators. Comparisons with finite difference, finite element, and spectral element methods are presented, as are numerical examples with the heat equation and Burgers' equation
Stochastic partial differential equations in turbulence related problems
Chow, P.-L.
1978-01-01
The theory of stochastic partial differential equations (PDEs) and problems relating to turbulence are discussed by employing the theories of Brownian motion and diffusion in infinite dimensions, functional differential equations, and functional integration. Relevant results in probablistic analysis, especially Gaussian measures in function spaces and the theory of stochastic PDEs of Ito type, are taken into account. Linear stochastic PDEs are analyzed through linearized Navier-Stokes equations with a random forcing. Stochastic equations for waves in random media as well as model equations in turbulent transport theory are considered. Markovian models in fully developed turbulence are discussed from a stochastic equation viewpoint.
Plane waves and spherical means applied to partial differential equations
John, Fritz
2004-01-01
Elementary and self-contained, this heterogeneous collection of results on partial differential equations employs certain elementary identities for plane and spherical integrals of an arbitrary function, showing how a variety of results on fairly general differential equations follow from those identities. The first chapter deals with the decomposition of arbitrary functions into functions of the type of plane waves. Succeeding chapters introduce the first application of the Radon transformation and examine the solution of the initial value problem for homogeneous hyperbolic equations with con
CIME course on Control of Partial Differential Equations
Alabau-Boussouira, Fatiha; Glass, Olivier; Le Rousseau, Jérôme; Zuazua, Enrique
2012-01-01
The term “control theory” refers to the body of results - theoretical, numerical and algorithmic - which have been developed to influence the evolution of the state of a given system in order to meet a prescribed performance criterion. Systems of interest to control theory may be of very different natures. This monograph is concerned with models that can be described by partial differential equations of evolution. It contains five major contributions and is connected to the CIME Course on Control of Partial Differential Equations that took place in Cetraro (CS, Italy), July 19 - 23, 2010. Specifically, it covers the stabilization of evolution equations, control of the Liouville equation, control in fluid mechanics, control and numerics for the wave equation, and Carleman estimates for elliptic and parabolic equations with application to control. We are confident this work will provide an authoritative reference work for all scientists who are interested in this field, representing at the same time a fri...
Representations of Lie algebras and partial differential equations
Xu, Xiaoping
2017-01-01
This book provides explicit representations of finite-dimensional simple Lie algebras, related partial differential equations, linear orthogonal algebraic codes, combinatorics and algebraic varieties, summarizing the author’s works and his joint works with his former students. Further, it presents various oscillator generalizations of the classical representation theorem on harmonic polynomials, and highlights new functors from the representation category of a simple Lie algebra to that of another simple Lie algebra. Partial differential equations play a key role in solving certain representation problems. The weight matrices of the minimal and adjoint representations over the simple Lie algebras of types E and F are proved to generate ternary orthogonal linear codes with large minimal distances. New multi-variable hypergeometric functions related to the root systems of simple Lie algebras are introduced in connection with quantum many-body systems in one dimension. In addition, the book identifies certai...
Symposium on Nonlinear Semigroups, Partial Differential Equations and Attractors
Zachary, Woodford
1987-01-01
The original idea of the organizers of the Washington Symposium was to span a fairly narrow range of topics on some recent techniques developed for the investigation of nonlinear partial differential equations and discuss these in a forum of experts. It soon became clear, however, that the dynamical systems approach interfaced significantly with many important branches of applied mathematics. As a consequence, the scope of this resulting proceedings volume is an enlarged one with coverage of a wider range of research topics.
Spectral methods for time dependent partial differential equations
Gottlieb, D.; Turkel, E.
1983-01-01
The theory of spectral methods for time dependent partial differential equations is reviewed. When the domain is periodic Fourier methods are presented while for nonperiodic problems both Chebyshev and Legendre methods are discussed. The theory is presented for both hyperbolic and parabolic systems using both Galerkin and collocation procedures. While most of the review considers problems with constant coefficients the extension to nonlinear problems is also discussed. Some results for problems with shocks are presented.
Multigrid methods for space fractional partial differential equations
Jiang, Yingjun; Xu, Xuejun
2015-12-01
We propose some multigrid methods for solving the algebraic systems resulting from finite element approximations of space fractional partial differential equations (SFPDEs). It is shown that our multigrid methods are optimal, which means the convergence rates of the methods are independent of the mesh size and mesh level. Moreover, our theoretical analysis and convergence results do not require regularity assumptions of the model problems. Numerical results are given to support our theoretical findings.
Some overdetermined systems of complex partial differential equations
International Nuclear Information System (INIS)
Le Hung Son.
1990-01-01
In this paper we extend some properties of analytic functions on several complex variables to solutions of overdetermined systems of complex partial differential equations. It is proved that many global properties of analytic functions are true for solutions of the Vekua system in special cases. The relation between analytic functions and solutions of quasi-linear systems is discussed in the paper. (author). 8 refs
The Application of Partial Differential Equations in Medical Image Processing
Mohammad Madadpour Inallou; Majid Pouladian; Bahman Mehri
2013-01-01
Mathematical models are the foundation of biomedical computing. Partial Differential Equations (PDEs) in Medical Imaging is concerned with acquiring images of the body for research, diagnosis and treatment. Biomedical Image Processing and its influence has undergoing a revolution in the past decade. Image processing has become an important component in contemporary science and technology and has been an interdisciplinary research field attracting expertise from applied mathematics, biology, c...
Hidden physics models: Machine learning of nonlinear partial differential equations
Raissi, Maziar; Karniadakis, George Em
2018-03-01
While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from small data. In particular, we introduce hidden physics models, which are essentially data-efficient learning machines capable of leveraging the underlying laws of physics, expressed by time dependent and nonlinear partial differential equations, to extract patterns from high-dimensional data generated from experiments. The proposed methodology may be applied to the problem of learning, system identification, or data-driven discovery of partial differential equations. Our framework relies on Gaussian processes, a powerful tool for probabilistic inference over functions, that enables us to strike a balance between model complexity and data fitting. The effectiveness of the proposed approach is demonstrated through a variety of canonical problems, spanning a number of scientific domains, including the Navier-Stokes, Schrödinger, Kuramoto-Sivashinsky, and time dependent linear fractional equations. The methodology provides a promising new direction for harnessing the long-standing developments of classical methods in applied mathematics and mathematical physics to design learning machines with the ability to operate in complex domains without requiring large quantities of data.
System Entropy Measurement of Stochastic Partial Differential Systems
Directory of Open Access Journals (Sweden)
Bor-Sen Chen
2016-03-01
Full Text Available System entropy describes the dispersal of a system’s energy and is an indication of the disorder of a physical system. Several system entropy measurement methods have been developed for dynamic systems. However, most real physical systems are always modeled using stochastic partial differential dynamic equations in the spatio-temporal domain. No efficient method currently exists that can calculate the system entropy of stochastic partial differential systems (SPDSs in consideration of the effects of intrinsic random fluctuation and compartment diffusion. In this study, a novel indirect measurement method is proposed for calculating of system entropy of SPDSs using a Hamilton–Jacobi integral inequality (HJII-constrained optimization method. In other words, we solve a nonlinear HJII-constrained optimization problem for measuring the system entropy of nonlinear stochastic partial differential systems (NSPDSs. To simplify the system entropy measurement of NSPDSs, the global linearization technique and finite difference scheme were employed to approximate the nonlinear stochastic spatial state space system. This allows the nonlinear HJII-constrained optimization problem for the system entropy measurement to be transformed to an equivalent linear matrix inequalities (LMIs-constrained optimization problem, which can be easily solved using the MATLAB LMI-toolbox (MATLAB R2014a, version 8.3. Finally, several examples are presented to illustrate the system entropy measurement of SPDSs.
Schiesser, William E
2014-01-01
Features a solid foundation of mathematical and computational tools to formulate and solve real-world PDE problems across various fields With a step-by-step approach to solving partial differential equations (PDEs), Differential Equation Analysis in Biomedical Science and Engineering: Partial Differential Equation Applications with R successfully applies computational techniques for solving real-world PDE problems that are found in a variety of fields, including chemistry, physics, biology, and physiology. The book provides readers with the necessary knowledge to reproduce and extend the com
DEFF Research Database (Denmark)
Fokianos, Konstantinos; Rahbek, Anders Christian; Tjøstheim, Dag
This paper considers geometric ergodicity and likelihood based inference for linear and nonlinear Poisson autoregressions. In the linear case the conditional mean is linked linearly to its past values as well as the observed values of the Poisson process. This also applies to the conditional...... variance, implying an interpretation as an integer valued GARCH process. In a nonlinear conditional Poisson model, the conditional mean is a nonlinear function of its past values and a nonlinear function of past observations. As a particular example an exponential autoregressive Poisson model for time...... series is considered. Under geometric ergodicity the maximum likelihood estimators of the parameters are shown to be asymptotically Gaussian in the linear model. In addition we provide a consistent estimator of the asymptotic covariance, which is used in the simulations and the analysis of some...
Numerical solution of two-dimensional non-linear partial differential ...
African Journals Online (AJOL)
linear partial differential equations using a hybrid method. The solution technique involves discritizing the non-linear system of partial differential equations (PDEs) to obtain a corresponding nonlinear system of algebraic difference equations to be ...
Controllability of partial differential equations governed by multiplicative controls
Khapalov, Alexander Y
2010-01-01
The goal of this monograph is to address the issue of the global controllability of partial differential equations in the context of multiplicative (or bilinear) controls, which enter the model equations as coefficients. The mathematical models we examine include the linear and nonlinear parabolic and hyperbolic PDE's, the Schrödinger equation, and coupled hybrid nonlinear distributed parameter systems modeling the swimming phenomenon. The book offers a new, high-quality and intrinsically nonlinear methodology to approach the aforementioned highly nonlinear controllability problems.
A Novel Partial Differential Algebraic Equation (PDAE) Solver
DEFF Research Database (Denmark)
Lim, Young-il; Chang, Sin-Chung; Jørgensen, Sten Bay
2004-01-01
accuracy and stability. The space-time CE/SE method is successfully implemented to solve PDAE systems through combining an iteration procedure for nonlinear algebraic equations. For illustration, chromatographic adsorption problems including convection, diffusion and reaction terms with a linear......For solving partial differential algebraic equations (PDAEs), the space-time conservation element/solution element (CE/SE) method is addressed in this study. The method of lines (MOL) using an implicit time integrator is compared with the CE/SE method in terms of computational efficiency, solution...
Analytical solutions for systems of partial differential-algebraic equations.
Benhammouda, Brahim; Vazquez-Leal, Hector
2014-01-01
This work presents the application of the power series method (PSM) to find solutions of partial differential-algebraic equations (PDAEs). Two systems of index-one and index-three are solved to show that PSM can provide analytical solutions of PDAEs in convergent series form. What is more, we present the post-treatment of the power series solutions with the Laplace-Padé (LP) resummation method as a useful strategy to find exact solutions. The main advantage of the proposed methodology is that the procedure is based on a few straightforward steps and it does not generate secular terms or depends of a perturbation parameter.
Partial differential equation models in the socio-economic sciences.
Burger, Martin; Caffarelli, Luis; Markowich, Peter A
2014-11-13
Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences. The application of PDEs in the latter is a promising field, but widely quite open and leading to a variety of novel mathematical challenges. In this introductory article of the Theme Issue, we will provide an overview of the field and its recent boosting topics. Moreover, we will put the contributions to the Theme Issue in an appropriate perspective. © 2014 The Author(s) Published by the Royal Society. All rights reserved.
Optimal Control Problems for Partial Differential Equations on Reticulated Domains
Kogut, Peter I
2011-01-01
In the development of optimal control, the complexity of the systems to which it is applied has increased significantly, becoming an issue in scientific computing. In order to carry out model-reduction on these systems, the authors of this work have developed a method based on asymptotic analysis. Moving from abstract explanations to examples and applications with a focus on structural network problems, they aim at combining techniques of homogenization and approximation. Optimal Control Problems for Partial Differential Equations on Reticulated Domains is an excellent reference tool for gradu
Convergence of method of lines approximations to partial differential equations
International Nuclear Information System (INIS)
Verwer, J.G.; Sanz-Serna, J.M.
1984-01-01
Many existing numerical schemes for evolutionary problems in partial differential equations (PDEs) can be viewed as method of lines (MOL) schemes. This paper treats the convergence of one-step MOL schemes. The main purpose is to set up a general framework for a convergence analysis applicable to nonlinear problems. The stability materials for this framework are taken from the field of nonlinear stiff ODEs. In this connection, important concepts are the logarithmic matrix norm and C-stability. A nonlinear parabolic equation and the cubic Schroedinger equation are used for illustrating the ideas. (Auth.)
An introduction to partial differential equations with Matlab
Coleman, Matthew P
2013-01-01
Introduction What are Partial Differential Equations? PDEs We Can Already Solve Initial and Boundary Conditions Linear PDEs-Definitions Linear PDEs-The Principle of Superposition Separation of Variables for Linear, Homogeneous PDEs Eigenvalue Problems The Big Three PDEsSecond-Order, Linear, Homogeneous PDEs with Constant CoefficientsThe Heat Equation and Diffusion The Wave Equation and the Vibrating String Initial and Boundary Conditions for the Heat and Wave EquationsLaplace's Equation-The Potential Equation Using Separation of Variables to Solve the Big Three PDEs Fourier Series Introduction
Constrained Optimization and Optimal Control for Partial Differential Equations
Leugering, Günter; Griewank, Andreas
2012-01-01
This special volume focuses on optimization and control of processes governed by partial differential equations. The contributors are mostly participants of the DFG-priority program 1253: Optimization with PDE-constraints which is active since 2006. The book is organized in sections which cover almost the entire spectrum of modern research in this emerging field. Indeed, even though the field of optimal control and optimization for PDE-constrained problems has undergone a dramatic increase of interest during the last four decades, a full theory for nonlinear problems is still lacking. The cont
Partial differential equations and boundary-value problems with applications
Pinsky, Mark A
2011-01-01
Building on the basic techniques of separation of variables and Fourier series, the book presents the solution of boundary-value problems for basic partial differential equations: the heat equation, wave equation, and Laplace equation, considered in various standard coordinate systems-rectangular, cylindrical, and spherical. Each of the equations is derived in the three-dimensional context; the solutions are organized according to the geometry of the coordinate system, which makes the mathematics especially transparent. Bessel and Legendre functions are studied and used whenever appropriate th
Partial differential equation models in the socio-economic sciences
Burger, Martin
2014-10-06
Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences. The application of PDEs in the latter is a promising field, but widely quite open and leading to a variety of novel mathematical challenges. In this introductory article of the Theme Issue, we will provide an overview of the field and its recent boosting topics. Moreover, we will put the contributions to the Theme Issue in an appropriate perspective.
Improved stochastic approximation methods for discretized parabolic partial differential equations
Guiaş, Flavius
2016-12-01
We present improvements of the stochastic direct simulation method, a known numerical scheme based on Markov jump processes which is used for approximating solutions of ordinary differential equations. This scheme is suited especially for spatial discretizations of evolution partial differential equations (PDEs). By exploiting the full path simulation of the stochastic method, we use this first approximation as a predictor and construct improved approximations by Picard iterations, Runge-Kutta steps, or a combination. This has as consequence an increased order of convergence. We illustrate the features of the improved method at a standard benchmark problem, a reaction-diffusion equation modeling a combustion process in one space dimension (1D) and two space dimensions (2D).
Numerical methods for stochastic partial differential equations with white noise
Zhang, Zhongqiang
2017-01-01
This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stochastic ordinary differential equations. Here the authors start with numerical methods for SDEs with delay using the Wong-Zakai approximation and finite difference in time. Part II covers temporal white noise. Here the authors consider SPDEs as PDEs driven by white noise, where discretization of white noise (Brownian motion) leads to PDEs with smooth noise, which can then be treated by numerical methods for PDEs. In this part, recursive algorithms based on Wiener chaos expansion and stochastic collocation methods are presented for linear stochastic advection-diffusion-reaction equations. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical compa...
DEFF Research Database (Denmark)
Fokianos, Konstantinos; Rahbek, Anders Christian; Tjøstheim, Dag
2009-01-01
In this article we consider geometric ergodicity and likelihood-based inference for linear and nonlinear Poisson autoregression. In the linear case, the conditional mean is linked linearly to its past values, as well as to the observed values of the Poisson process. This also applies to the condi......In this article we consider geometric ergodicity and likelihood-based inference for linear and nonlinear Poisson autoregression. In the linear case, the conditional mean is linked linearly to its past values, as well as to the observed values of the Poisson process. This also applies...... to the conditional variance, making possible interpretation as an integer-valued generalized autoregressive conditional heteroscedasticity process. In a nonlinear conditional Poisson model, the conditional mean is a nonlinear function of its past values and past observations. As a particular example, we consider...... ergodicity proceeds via Markov theory and irreducibility. Finding transparent conditions for proving ergodicity turns out to be a delicate problem in the original model formulation. This problem is circumvented by allowing a perturbation of the model. We show that as the perturbations can be chosen...
Majeed, Muhammad Usman
2017-07-19
Steady-state elliptic partial differential equations (PDEs) are frequently used to model a diverse range of physical phenomena. The source and boundary data estimation problems for such PDE systems are of prime interest in various engineering disciplines including biomedical engineering, mechanics of materials and earth sciences. Almost all existing solution strategies for such problems can be broadly classified as optimization-based techniques, which are computationally heavy especially when the problems are formulated on higher dimensional space domains. However, in this dissertation, feedback based state estimation algorithms, known as state observers, are developed to solve such steady-state problems using one of the space variables as time-like. In this regard, first, an iterative observer algorithm is developed that sweeps over regular-shaped domains and solves boundary estimation problems for steady-state Laplace equation. It is well-known that source and boundary estimation problems for the elliptic PDEs are highly sensitive to noise in the data. For this, an optimal iterative observer algorithm, which is a robust counterpart of the iterative observer, is presented to tackle the ill-posedness due to noise. The iterative observer algorithm and the optimal iterative algorithm are then used to solve source localization and estimation problems for Poisson equation for noise-free and noisy data cases respectively. Next, a divide and conquer approach is developed for three-dimensional domains with two congruent parallel surfaces to solve the boundary and the source data estimation problems for the steady-state Laplace and Poisson kind of systems respectively. Theoretical results are shown using a functional analysis framework, and consistent numerical simulation results are presented for several test cases using finite difference discretization schemes.
DEFF Research Database (Denmark)
Fokianos, Konstantinos; Rahbæk, Anders; Tjøstheim, Dag
This paper considers geometric ergodicity and likelihood based inference for linear and nonlinear Poisson autoregressions. In the linear case the conditional mean is linked linearly to its past values as well as the observed values of the Poisson process. This also applies to the conditional...... proceeds via Markov theory and irreducibility. Finding transparent conditions for proving ergodicity turns out to be a delicate problem in the original model formulation. This problem is circumvented by allowing a perturbation of the model. We show that as the perturbations can be chosen to be arbitrarily...
Partial wave analysis for folded differential cross sections
Machacek, J. R.; McEachran, R. P.
2018-03-01
The value of modified effective range theory (MERT) and the connection between differential cross sections and phase shifts in low-energy electron scattering has long been recognized. Recent experimental techniques involving magnetically confined beams have introduced the concept of folded differential cross sections (FDCS) where the forward (θ ≤ π/2) and backward scattered (θ ≥ π/2) projectiles are unresolved, that is the value measured at the angle θ is the sum of the signal for particles scattered into the angles θ and π - θ. We have developed an alternative approach to MERT in order to analyse low-energy folded differential cross sections for positrons and electrons. This results in a simplified expression for the FDCS when it is expressed in terms of partial waves and thereby enables one to extract the first few phase shifts from a fit to an experimental FDCS at low energies. Thus, this method predicts forward and backward angle scattering (0 to π) using only experimental FDCS data and can be used to determine the total elastic cross section solely from experimental results at low-energy, which are limited in angular range.
Function Substitution in Partial Differential Equations: Nonhomogeneous Boundary Conditions
Directory of Open Access Journals (Sweden)
T. V. Oblakova
2017-01-01
Full Text Available The paper considers a mixed initial-boundary value problem for a parabolic equation with nonhomogeneous boundary conditions. The classical approach to search for analytical solution of such problems in the first phase involves variable substitution, leading to a problem with homogeneous boundary conditions. Reference materials [1] give, as a rule, the simplest types of variable substitutions where new and old unknown functions differ by a term, linear in the spatial variable. The form of this additive term depends on the type of the boundary conditions, but is in no way related to the equation under consideration. Moreover, in the case of the second boundary-value problem, it is necessary to use a quadratic additive, since a linear substitution for this type of conditions may be unavailable. The courseware [2] - [4], usually, ends only with the first boundary-value problem generally formulated.The paper considers a substitution that takes into account, in principle, the form of a linear differential operator. Namely, as an additive term, it is proposed to use the parametrically time-dependent solution of the boundary value problem for an ordinary differential equation obtained from the original partial differential equation by the method of separation of the Fourier variables.The existence of the proposed substitution for boundary conditions of any type is proved by the example of a non-stationary heat-transfer equation with the heat exchange available with the surrounding medium. In this case, the additive term is a linear combination of hyperbolic functions. It is shown that, in addition to the "insensitivity" to the type of boundary conditions, the advantages of a new substitution in comparison with the traditional linear (or quadratic one include a much simpler structure of the solution obtained. Just the described approach allows us to obtain a solution with a clearly distinguished stationary component, in case a stationarity occurs, for
Paleomagnetic evidence for a partially differentiated H chondrite parent planetesimal
Bryson, J. F. J.; Weiss, B. P.; Scholl, A.; Getzin, B. L.; Abrahams, J. N. H.; Nimmo, F.
2016-12-01
The texture, composition and ages of chondrites have all been used to argue that the parent bodies of these meteorites did not undergo planetary differentiation. Without a core, these planetesimals could not have generated planetary magnetic fields, hence chondrites are predicted to be unmagnetized. Here, we test this hypothesis by applying synchrotron x-ray microscopy to the metallic melt veins in the metamorphosed H chondrite breccia Portales Valley. We find that tetrataenite nanostructures in these veins are uniformly magnetized, suggesting that the H chondrite parent body generated a stable, 10 µT ancient field. We also performed alternating field (AF) demagnetization on bulk silicate-rich portions of Portales Valley, finding that both the large grain size of the metal in these subsamples and the presence of tetrataenite hinder the reliable interpretation of these measurements. Based on 40Ar/39Ar dating and the metallographic cooling rate, we propose that this field inferred from x-ray microscopy was generated 100 Myr after solar system formation and lasted >5 Myr. These properties are consistent with a dynamo field generated by core solidification, implying that the H chondrite parent body was partially differentiated. This conclusion is supported by our analyses of the H4 chondrite Forest Vale, which show that H chondrite magnetization is unlikely to be a relic signature of early nebular or solar wind fields (Getzin et al., this meeting; Oran et al., this meeting). We propose that partial differentiation could result form prolonged accretion over millions of years, possibly in two stages. In this scenario, the earliest accreted material melted from the radioactive decay of abundant 26Al, forming a core and rocky achondritic mantle, while the later accreted material was less metamorphosed, forming an undifferentiated crust. We demonstrate that, with the inclusion of an insulating regolith, the thermal evolution of such a body is consistent with the measured
Black-box solvers for partial differential equations
International Nuclear Information System (INIS)
Weiss, R.; Schoenauer, W.
1993-01-01
The design principles of the black-box solvers FIDISOL/CADSOL and VECFEM are presented for the solution of system of elliptic and parabolic partial differential equations by the finite difference and the finite element method. Special focus is directed to a high flexibility of the programs in order to solve a large range of problems. The solvers use state-of-the-art algorithms and are adapted to advanced computer architectures in order to achieve a high performance. As quality control an error estimate is implemented. The resulting numerical problems focus in the iterative linear solvers. It is a real challenge to select robust and efficient iterative solvers for an extremely wide class of problems. The strong relation between application problem and mathematical problems is pointed out. (orig.)
Partial differential equations in action from modelling to theory
Salsa, Sandro
2015-01-01
The book is intended as an advanced undergraduate or first-year graduate course for students from various disciplines, including applied mathematics, physics and engineering. It has evolved from courses offered on partial differential equations (PDEs) over the last several years at the Politecnico di Milano. These courses had a twofold purpose: on the one hand, to teach students to appreciate the interplay between theory and modeling in problems arising in the applied sciences, and on the other to provide them with a solid theoretical background in numerical methods, such as finite elements. Accordingly, this textbook is divided into two parts. The first part, chapters 2 to 5, is more elementary in nature and focuses on developing and studying basic problems from the macro-areas of diffusion, propagation and transport, waves and vibrations. In turn the second part, chapters 6 to 11, concentrates on the development of Hilbert spaces methods for the variational formulation and the analysis of (mainly) linear bo...
Essential partial differential equations analytical and computational aspects
Griffiths, David F; Silvester, David J
2015-01-01
This volume provides an introduction to the analytical and numerical aspects of partial differential equations (PDEs). It unifies an analytical and computational approach for these; the qualitative behaviour of solutions being established using classical concepts: maximum principles and energy methods. Notable inclusions are the treatment of irregularly shaped boundaries, polar coordinates and the use of flux-limiters when approximating hyperbolic conservation laws. The numerical analysis of difference schemes is rigorously developed using discrete maximum principles and discrete Fourier analysis. A novel feature is the inclusion of a chapter containing projects, intended for either individual or group study, that cover a range of topics such as parabolic smoothing, travelling waves, isospectral matrices, and the approximation of multidimensional advection–diffusion problems. The underlying theory is illustrated by numerous examples and there are around 300 exercises, designed to promote and test unde...
Algorithm refinement for stochastic partial differential equations I. linear diffusion
Alexander, F J; Tartakovsky, D M
2002-01-01
A hybrid particle/continuum algorithm is formulated for Fickian diffusion in the fluctuating hydrodynamic limit. The particles are taken as independent random walkers; the fluctuating diffusion equation is solved by finite differences with deterministic and white-noise fluxes. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass conservation. This methodology is an extension of Adaptive Mesh and Algorithm Refinement to stochastic partial differential equations. Results from a variety of numerical experiments are presented for both steady and time-dependent scenarios. In all cases the mean and variance of density are captured correctly by the stochastic hybrid algorithm. For a nonstochastic version (i.e., using only deterministic continuum fluxes) the mean density is correct, but the variance is reduced except in particle regions away from the interface. Extensions of the methodology to fluid mechanics applications are discussed.
Nonlinear partial differential equations for scientists and engineers
Debnath, Lokenath
1997-01-01
"An exceptionally complete overview. There are numerous examples and the emphasis is on applications to almost all areas of science and engineering. There is truly something for everyone here. This reviewer feels that it is a very hard act to follow, and recommends it strongly. [This book] is a jewel." ---Applied Mechanics Review (Review of First Edition) This expanded and revised second edition is a comprehensive and systematic treatment of linear and nonlinear partial differential equations and their varied applications. Building upon the successful material of the first book, this edition contains updated modern examples and applications from areas of fluid dynamics, gas dynamics, plasma physics, nonlinear dynamics, quantum mechanics, nonlinear optics, acoustics, and wave propagation. Methods and properties of solutions are presented, along with their physical significance, making the book more useful for a diverse readership. Topics and key features: * Thorough coverage of derivation and methods of soluti...
Learning partial differential equations via data discovery and sparse optimization
Schaeffer, Hayden
2017-01-01
We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection.
Modeling tree crown dynamics with 3D partial differential equations.
Beyer, Robert; Letort, Véronique; Cournède, Paul-Henry
2014-01-01
We characterize a tree's spatial foliage distribution by the local leaf area density. Considering this spatially continuous variable allows to describe the spatiotemporal evolution of the tree crown by means of 3D partial differential equations. These offer a framework to rigorously take locally and adaptively acting effects into account, notably the growth toward light. Biomass production through photosynthesis and the allocation to foliage and wood are readily included in this model framework. The system of equations stands out due to its inherent dynamic property of self-organization and spontaneous adaptation, generating complex behavior from even only a few parameters. The density-based approach yields spatially structured tree crowns without relying on detailed geometry. We present the methodological fundamentals of such a modeling approach and discuss further prospects and applications.
Modeling Tree Crown Dynamics with 3D Partial Differential Equations
Directory of Open Access Journals (Sweden)
Robert eBeyer
2014-07-01
Full Text Available We characterize a tree's spatial foliage distribution by the local leaf area density. Considering this spatially continuous variable allows to describe the spatiotemporal evolution of the tree crown by means of 3D partial differential equations. These offer a framework to rigorously take locally and adaptively acting effects into account, notably the growth towards light. Biomass production through photosynthesis and the allocation to foliage and wood are readily included in this model framework. The system of equations stands out due to its inherent dynamic property of self-organization and spontaneous adaptation, generating complex behavior from even only a few parameters. The density-based approach yields spatially structured tree crowns without relying on detailed geometry. We present the methodological fundamentals of such a modeling approach and discuss further prospects and applications.
Bringing partial differential equations to life for students
José Cano, María; Chacón-Vera, Eliseo; Esquembre, Francisco
2015-05-01
Teaching partial differential equations (PDEs) carries inherent difficulties that an interactive visualization might help overcome in an active learning process. However, the generation of this kind of teaching material implies serious difficulties, mainly in terms of coding efforts. This work describes how to use an authoring tool, Easy Java Simulations, to build interactive simulations using FreeFem++ (Hecht F 2012 J. Numer. Math. 20 251) as a PDE solver engine. It makes possible to build simulations where students can change parameters, the geometry and the equations themselves getting an immediate feedback. But it is also possible for them to edit the simulations to set deeper changes. The process is ilustrated with some basic examples. These simulations show PDEs in a pedagogic manner and can be tuned by no experts in the field, teachers or students. Finally, we report a classroom experience and a survey from the third year students in the Degree of Mathematics at the University of Murcia.
Partial differential equations in action from modelling to theory
Salsa, Sandro
2016-01-01
The book is intended as an advanced undergraduate or first-year graduate course for students from various disciplines, including applied mathematics, physics and engineering. It has evolved from courses offered on partial differential equations (PDEs) over the last several years at the Politecnico di Milano. These courses had a twofold purpose: on the one hand, to teach students to appreciate the interplay between theory and modeling in problems arising in the applied sciences, and on the other to provide them with a solid theoretical background in numerical methods, such as finite elements. Accordingly, this textbook is divided into two parts. The first part, chapters 2 to 5, is more elementary in nature and focuses on developing and studying basic problems from the macro-areas of diffusion, propagation and transport, waves and vibrations. In turn the second part, chapters 6 to 11, concentrates on the development of Hilbert spaces methods for the variational formulation and the analysis of (mainly) linear bo...
Reduced basis methods for partial differential equations an introduction
Quarteroni, Alfio; Negri, Federico
2016-01-01
This book provides a basic introduction to reduced basis (RB) methods for problems involving the repeated solution of partial differential equations (PDEs) arising from engineering and applied sciences, such as PDEs depending on several parameters and PDE-constrained optimization. The book presents a general mathematical formulation of RB methods, analyzes their fundamental theoretical properties, discusses the related algorithmic and implementation aspects, and highlights their built-in algebraic and geometric structures. More specifically, the authors discuss alternative strategies for constructing accurate RB spaces using greedy algorithms and proper orthogonal decomposition techniques, investigate their approximation properties and analyze offline-online decomposition strategies aimed at the reduction of computational complexity. Furthermore, they carry out both a priori and a posteriori error analysis. The whole mathematical presentation is made more stimulating by the use of representative examp...
Fast solution of elliptic partial differential equations using linear combinations of plane waves.
Pérez-Jordá, José M
2016-02-01
Given an arbitrary elliptic partial differential equation (PDE), a procedure for obtaining its solution is proposed based on the method of Ritz: the solution is written as a linear combination of plane waves and the coefficients are obtained by variational minimization. The PDE to be solved is cast as a system of linear equations Ax=b, where the matrix A is not sparse, which prevents the straightforward application of standard iterative methods in order to solve it. This sparseness problem can be circumvented by means of a recursive bisection approach based on the fast Fourier transform, which makes it possible to implement fast versions of some stationary iterative methods (such as Gauss-Seidel) consuming O(NlogN) memory and executing an iteration in O(Nlog(2)N) time, N being the number of plane waves used. In a similar way, fast versions of Krylov subspace methods and multigrid methods can also be implemented. These procedures are tested on Poisson's equation expressed in adaptive coordinates. It is found that the best results are obtained with the GMRES method using a multigrid preconditioner with Gauss-Seidel relaxation steps.
Fast solution of elliptic partial differential equations using linear combinations of plane waves
Pérez-Jordá, José M.
2016-02-01
Given an arbitrary elliptic partial differential equation (PDE), a procedure for obtaining its solution is proposed based on the method of Ritz: the solution is written as a linear combination of plane waves and the coefficients are obtained by variational minimization. The PDE to be solved is cast as a system of linear equations A x =b , where the matrix A is not sparse, which prevents the straightforward application of standard iterative methods in order to solve it. This sparseness problem can be circumvented by means of a recursive bisection approach based on the fast Fourier transform, which makes it possible to implement fast versions of some stationary iterative methods (such as Gauss-Seidel) consuming O (N logN ) memory and executing an iteration in O (N log2N ) time, N being the number of plane waves used. In a similar way, fast versions of Krylov subspace methods and multigrid methods can also be implemented. These procedures are tested on Poisson's equation expressed in adaptive coordinates. It is found that the best results are obtained with the GMRES method using a multigrid preconditioner with Gauss-Seidel relaxation steps.
BOOK REVIEW: Partial Differential Equations in General Relativity
Halburd, Rodney G.
2008-11-01
Although many books on general relativity contain an overview of the relevant background material from differential geometry, very little attention is usually paid to background material from the theory of differential equations. This is understandable in a first course on relativity but it often limits the kinds of problems that can be studied rigorously. Einstein's field equations lie at the heart of general relativity. They are a system of partial differential equations (PDEs) relating the curvature of spacetime to properties of matter. A central part of most problems in general relativity is to extract information about solutions of these equations. Most standard texts achieve this by studying exact solutions or numerical and analytical approximations. In the book under review, Alan Rendall emphasises the role of rigorous qualitative methods in general relativity. There has long been a need for such a book, giving a broad overview of the relevant background from the theory of partial differential equations, and not just from differential geometry. It should be noted that the book also covers the basic theory of ordinary differential equations. Although there are many good books on the rigorous theory of PDEs, methods related to the Einstein equations deserve special attention, not only because of the complexity and importance of these equations, but because these equations do not fit into any of the standard classes of equations (elliptic, parabolic, hyperbolic) that one typically encounters in a course on PDEs. Even specifying exactly what ones means by a Cauchy problem in general relativity requires considerable care. The main problem here is that the manifold on which the solution is defined is determined by the solution itself. This means that one does not simply define data on a submanifold. Rendall's book gives a good overview of applications and results from the qualitative theory of PDEs to general relativity. It would be impossible to give detailed
Preconditioning for partial differential equation constrained optimization with control constraints
Stoll, Martin
2011-10-18
Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the control poses a significant additional challenge for optimization methods. In this paper, we propose preconditioners for the saddle point problems that arise when a primal-dual active set method is used. We also show for this method that the same saddle point system can be derived when the method is considered as a semismooth Newton method. In addition, the projected gradient method can be employed to solve optimization problems with simple bounds, and we discuss the efficient solution of the linear systems in question. In the case when an acceleration technique is employed for the projected gradient method, this again yields a semismooth Newton method that is equivalent to the primal-dual active set method. We also consider the Moreau-Yosida regularization method for control constraints and efficient preconditioners for this technique. Numerical results illustrate the competitiveness of these approaches. © 2011 John Wiley & Sons, Ltd.
Application of Stochastic Partial Differential Equations to Reservoir Property Modelling
Potsepaev, R.
2010-09-06
Existing algorithms of geostatistics for stochastic modelling of reservoir parameters require a mapping (the \\'uvt-transform\\') into the parametric space and reconstruction of a stratigraphic co-ordinate system. The parametric space can be considered to represent a pre-deformed and pre-faulted depositional environment. Existing approximations of this mapping in many cases cause significant distortions to the correlation distances. In this work we propose a coordinate free approach for modelling stochastic textures through the application of stochastic partial differential equations. By avoiding the construction of a uvt-transform and stratigraphic coordinates, one can generate realizations directly in the physical space in the presence of deformations and faults. In particular the solution of the modified Helmholtz equation driven by Gaussian white noise is a zero mean Gaussian stationary random field with exponential correlation function (in 3-D). This equation can be used to generate realizations in parametric space. In order to sample in physical space we introduce a stochastic elliptic PDE with tensor coefficients, where the tensor is related to correlation anisotropy and its variation is physical space.
Final Report: Symposium on Adaptive Methods for Partial Differential Equations
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Pernice, M.; Johnson, C.R.; Smith, P.J.; Fogelson, A.
1998-12-10
OAK-B135 Final Report: Symposium on Adaptive Methods for Partial Differential Equations. Complex physical phenomena often include features that span a wide range of spatial and temporal scales. Accurate simulation of such phenomena can be difficult to obtain, and computations that are under-resolved can even exhibit spurious features. While it is possible to resolve small scale features by increasing the number of grid points, global grid refinement can quickly lead to problems that are intractable, even on the largest available computing facilities. These constraints are particularly severe for three dimensional problems that involve complex physics. One way to achieve the needed resolution is to refine the computational mesh locally, in only those regions where enhanced resolution is required. Adaptive solution methods concentrate computational effort in regions where it is most needed. These methods have been successfully applied to a wide variety of problems in computational science and engineering. Adaptive methods can be difficult to implement, prompting the development of tools and environments to facilitate their use. To ensure that the results of their efforts are useful, algorithm and tool developers must maintain close communication with application specialists. Conversely it remains difficult for application specialists who are unfamiliar with the methods to evaluate the trade-offs between the benefits of enhanced local resolution and the effort needed to implement an adaptive solution method.
Stochastic partial differential equations a modeling, white noise functional approach
Holden, Helge; Ubøe, Jan; Zhang, Tusheng
1996-01-01
This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A.S. (Statoil). The purpose of the project was to use stochastic partial differential equations (SPDEs) to describe the flow of fluid in a medium where some of the parameters, e.g., the permeability, were stochastic or "noisy". We soon realized that the theory of SPDEs at the time was insufficient to handle such equations. Therefore it became our aim to develop a new mathematically rigorous theory that satisfied the following conditions. 1) The theory should be physically meaningful and realistic, and the corre sponding solutions should make sense physically and should be useful in applications. 2) The theory should be general enough to handle many of the interesting SPDEs that occur in r...
Partial differential equations an accessible route through theory and applications
Vasy, András
2015-01-01
This text on partial differential equations is intended for readers who want to understand the theoretical underpinnings of modern PDEs in settings that are important for the applications without using extensive analytic tools required by most advanced texts. The assumed mathematical background is at the level of multivariable calculus and basic metric space material, but the latter is recalled as relevant as the text progresses. The key goal of this book is to be mathematically complete without overwhelming the reader, and to develop PDE theory in a manner that reflects how researchers would think about the material. A concrete example is that distribution theory and the concept of weak solutions are introduced early because while these ideas take some time for the students to get used to, they are fundamentally easy and, on the other hand, play a central role in the field. Then, Hilbert spaces that are quite important in the later development are introduced via completions which give essentially all the fea...
A weighted identity for stochastic partial differential operators and its applications
Fu, Xiaoyu; Liu, Xu
2015-01-01
In this paper, a pointwise weighted identity for some stochastic partial differential operators (with complex principal parts) is established. This identity presents a unified approach in studying the controllability, observability and inverse problems for some deterministic/stochastic partial differential equations. Based on this identity, one can deduce all the known Carleman estimates and observability results, for some deterministic partial differential equations, stochastic heat equation...
Arshad, Muhammad; Lu, Dianchen; Wang, Jun
2017-07-01
In this paper, we pursue the general form of the fractional reduced differential transform method (DTM) to (N+1)-dimensional case, so that fractional order partial differential equations (PDEs) can be resolved effectively. The most distinct aspect of this method is that no prescribed assumptions are required, and the huge computational exertion is reduced and round-off errors are also evaded. We utilize the proposed scheme on some initial value problems and approximate numerical solutions of linear and nonlinear time fractional PDEs are obtained, which shows that the method is highly accurate and simple to apply. The proposed technique is thus an influential technique for solving the fractional PDEs and fractional order problems occurring in the field of engineering, physics etc. Numerical results are obtained for verification and demonstration purpose by using Mathematica software.
Preconditioners based on windowed Fourier frames applied to elliptic partial differential equations
Bhowmik, S.K.; Stolk, C.C.
2011-01-01
We investigate the application of windowed Fourier frames to the numerical solution of partial differential equations, focussing on elliptic equations. The action of a partial differential operator (PDO) on a windowed plane wave is close to a multiplication, where the multiplication factor is given
Katsaounis, T. D.
2005-02-01
The scope of this book is to present well known simple and advanced numerical methods for solving partial differential equations (PDEs) and how to implement these methods using the programming environment of the software package Diffpack. A basic background in PDEs and numerical methods is required by the potential reader. Further, a basic knowledge of the finite element method and its implementation in one and two space dimensions is required. The authors claim that no prior knowledge of the package Diffpack is required, which is true, but the reader should be at least familiar with an object oriented programming language like C++ in order to better comprehend the programming environment of Diffpack. Certainly, a prior knowledge or usage of Diffpack would be a great advantage to the reader. The book consists of 15 chapters, each one written by one or more authors. Each chapter is basically divided into two parts: the first part is about mathematical models described by PDEs and numerical methods to solve these models and the second part describes how to implement the numerical methods using the programming environment of Diffpack. Each chapter closes with a list of references on its subject. The first nine chapters cover well known numerical methods for solving the basic types of PDEs. Further, programming techniques on the serial as well as on the parallel implementation of numerical methods are also included in these chapters. The last five chapters are dedicated to applications, modelled by PDEs, in a variety of fields. The first chapter is an introduction to parallel processing. It covers fundamentals of parallel processing in a simple and concrete way and no prior knowledge of the subject is required. Examples of parallel implementation of basic linear algebra operations are presented using the Message Passing Interface (MPI) programming environment. Here, some knowledge of MPI routines is required by the reader. Examples solving in parallel simple PDEs using
An approach to numerically solving the Poisson equation
Feng, Zhichen; Sheng, Zheng-Mao
2015-06-01
We introduce an approach for numerically solving the Poisson equation by using a physical model, which is a way to solve a partial differential equation without the finite difference method. This method is especially useful for obtaining the solutions in very many free-charge neutral systems with open boundary conditions. It can be used for arbitrary geometry and mesh style and is more efficient comparing with the widely-used iterative algorithm with multigrid methods. It is especially suitable for parallel computing. This method can also be applied to numerically solving other partial differential equations whose Green functions exist in analytic expression.
Partial differential equations with variable exponents variational methods and qualitative analysis
Radulescu, Vicentiu D
2015-01-01
Partial Differential Equations with Variable Exponents: Variational Methods and Qualitative Analysis provides researchers and graduate students with a thorough introduction to the theory of nonlinear partial differential equations (PDEs) with a variable exponent, particularly those of elliptic type. The book presents the most important variational methods for elliptic PDEs described by nonhomogeneous differential operators and containing one or more power-type nonlinearities with a variable exponent. The authors give a systematic treatment of the basic mathematical theory and constructive meth
Fast Algorithms for Partial Differential Equations on Advanced Computers
1989-03-02
one to accurately predict the work required to solve the discrete system. Even more fruitful would be the examination of multigrid methods in this con...condition number using partial multigrid methods . These methods keep the coarsest grid very fine and never completely solve the coarsest mesh. This...exposed by this theory. 3. MULTIGRID METHODS FOR TRANSPORT THEORY Mathematical models of radiation transport in optically dense materials are a
3rd International Conference on Particle Systems and Partial Differential Equations
Soares, Ana
2016-01-01
The main focus of this book is on different topics in probability theory, partial differential equations and kinetic theory, presenting some of the latest developments in these fields. It addresses mathematical problems concerning applications in physics, engineering, chemistry and biology that were presented at the Third International Conference on Particle Systems and Partial Differential Equations, held at the University of Minho, Braga, Portugal in December 2014. The purpose of the conference was to bring together prominent researchers working in the fields of particle systems and partial differential equations, providing a venue for them to present their latest findings and discuss their areas of expertise. Further, it was intended to introduce a vast and varied public, including young researchers, to the subject of interacting particle systems, its underlying motivation, and its relation to partial differential equations. This book will appeal to probabilists, analysts and those mathematicians whose wor...
Lecture notes on geometrical aspects of partial differential equations
Zharinov, V V
1992-01-01
This book focuses on the properties of nonlinear systems of PDE with geometrical origin and the natural description in the language of infinite-dimensional differential geometry. The treatment is very informal and the theory is illustrated by various examples from mathematical physics. All necessary information about the infinite-dimensional geometry is given in the text.
Witten, Matthew
1983-01-01
Hyperbolic Partial Differential Equations, Volume 1: Population, Reactors, Tides and Waves: Theory and Applications covers three general areas of hyperbolic partial differential equation applications. These areas include problems related to the McKendrick/Von Foerster population equations, other hyperbolic form equations, and the numerical solution.This text is composed of 15 chapters and begins with surveys of age specific population interactions, populations models of diffusion, nonlinear age dependent population growth with harvesting, local and global stability for the nonlinear renewal eq
Modeling Solution of Nonlinear Dispersive Partial Differential Equations using the Marker Method
International Nuclear Information System (INIS)
Lewandowski, Jerome L.V.
2005-01-01
A new method for the solution of nonlinear dispersive partial differential equations is described. The marker method relies on the definition of a convective field associated with the underlying partial differential equation; the information about the approximate solution is associated with the response of an ensemble of markers to this convective field. Some key aspects of the method, such as the selection of the shape function and the initial loading, are discussed in some details
Non-linear partial differential equations an algebraic view of generalized solutions
Rosinger, Elemer E
1990-01-01
A massive transition of interest from solving linear partial differential equations to solving nonlinear ones has taken place during the last two or three decades. The availability of better computers has often made numerical experimentations progress faster than the theoretical understanding of nonlinear partial differential equations. The three most important nonlinear phenomena observed so far both experimentally and numerically, and studied theoretically in connection with such equations have been the solitons, shock waves and turbulence or chaotical processes. In many ways, these phenomen
2007-06-01
MULTISCALE REPRESENTATION AND SEGMENTATION OF HYPERSPECTRAL IMAGERY USING GEOMETRIC PARTIAL DIFFERENTIAL EQUATIONS AND ALGEBRAIC MULTIGRID METHODS By...Representation and Segmentation of Hyperspectral Imagery Using Geometric Partial Differential Equations and Algebraic Multigrid Methods (PREPRINT) 5a. CONTRACT...Representation and Segmentation of Hyperspectral Imagery using Geometric Partial Differential Equations and Algebraic Multigrid Methods Julio M
Spectral Deferred Corrections for Parabolic Partial Differential Equations
2015-06-08
time, and therefore, requires an implicit method for its solution. Spectral Deferred Correction ( SDC ) methods use repeated iterations of a low-order...method (e.g. im- plicit Euler method) to generate a high-order scheme. As a result, SDC methods of arbitrary order can be constructed with the desired...stability properties necessary for the solution of stiff differential equations. Furthermore, for large-scale systems, SDC methods are more
Oscillation criteria for a class of partial functional-differential equations of higher order
Directory of Open Access Journals (Sweden)
Tariel Kiguradze
2002-01-01
Full Text Available Higher order partial differential equations with functional arguments including hyperbolic equations and beam equations are studied. Sufficient conditions are derived for every solution of certain boundary value problems to be oscillatory in a cylindrical domain. Our approach is to reduce the multi-dimensional oscillation problem to a one-dimensional problem for higher order functional differential inequalities.
Solving Nonlinear Partial Differential Equations with Maple and Mathematica
Shingareva, Inna K
2011-01-01
The emphasis of the book is given in how to construct different types of solutions (exact, approximate analytical, numerical, graphical) of numerous nonlinear PDEs correctly, easily, and quickly. The reader can learn a wide variety of techniques and solve numerous nonlinear PDEs included and many other differential equations, simplifying and transforming the equations and solutions, arbitrary functions and parameters, presented in the book). Numerous comparisons and relationships between various types of solutions, different methods and approaches are provided, the results obtained in Maple an
Poisson integrators for Lie-Poisson structures on R3
International Nuclear Information System (INIS)
Song Lina
2011-01-01
This paper is concerned with the study of Poisson integrators. We are interested in Lie-Poisson systems on R 3 . First, we focus on Poisson integrators for constant Poisson systems and the transformations used for transforming Lie-Poisson structures to constant Poisson structures. Then, we construct local Poisson integrators for Lie-Poisson systems on R 3 . Finally, we present the results of numerical experiments for two Lie-Poisson systems and compare our Poisson integrators with other known methods.
Parameter Estimation for Partial Differential Equations by Collage-Based Numerical Approximation
Directory of Open Access Journals (Sweden)
Xiaoyan Deng
2009-01-01
into a minimization problem of a function of several variables after the partial differential equation is approximated by a differential dynamical system. Then numerical schemes for solving this minimization problem are proposed, including grid approximation and ant colony optimization. The proposed schemes are applied to a parameter estimation problem for the Belousov-Zhabotinskii equation, and the results show that the proposed approximation method is efficient for both linear and nonlinear partial differential equations with respect to unknown parameters. At worst, the presented method provides an excellent starting point for traditional inversion methods that must first select a good starting point.
Directory of Open Access Journals (Sweden)
Veyis Turut
2013-01-01
Full Text Available Two tecHniques were implemented, the Adomian decomposition method (ADM and multivariate Padé approximation (MPA, for solving nonlinear partial differential equations of fractional order. The fractional derivatives are described in Caputo sense. First, the fractional differential equation has been solved and converted to power series by Adomian decomposition method (ADM, then power series solution of fractional differential equation was put into multivariate Padé series. Finally, numerical results were compared and presented in tables and figures.
Multiscale functions, scale dynamics, and applications to partial differential equations
Cresson, Jacky; Pierret, Frédéric
2016-05-01
Modeling phenomena from experimental data always begins with a choice of hypothesis on the observed dynamics such as determinism, randomness, and differentiability. Depending on these choices, different behaviors can be observed. The natural question associated to the modeling problem is the following: "With a finite set of data concerning a phenomenon, can we recover its underlying nature? From this problem, we introduce in this paper the definition of multi-scale functions, scale calculus, and scale dynamics based on the time scale calculus [see Bohner, M. and Peterson, A., Dynamic Equations on Time Scales: An Introduction with Applications (Springer Science & Business Media, 2001)] which is used to introduce the notion of scale equations. These definitions will be illustrated on the multi-scale Okamoto's functions. Scale equations are analysed using scale regimes and the notion of asymptotic model for a scale equation under a particular scale regime. The introduced formalism explains why a single scale equation can produce distinct continuous models even if the equation is scale invariant. Typical examples of such equations are given by the scale Euler-Lagrange equation. We illustrate our results using the scale Newton's equation which gives rise to a non-linear diffusion equation or a non-linear Schrödinger equation as asymptotic continuous models depending on the particular fractional scale regime which is considered.
Mobile point sensors and actuators in the controllability theory of partial differential equations
Khapalov, Alexander Y
2017-01-01
This book presents a concise study of controllability theory of partial differential equations when they are equipped with actuators and/or sensors that are finite dimensional at every moment of time. Based on the author’s extensive research in the area of controllability theory, this monograph specifically focuses on the issues of controllability, observability, and stabilizability for parabolic and hyperbolic partial differential equations. The topics in this book also cover related applied questions such as the problem of localization of unknown pollution sources based on information obtained from point sensors that arise in environmental monitoring. Researchers and graduate students interested in controllability theory of partial differential equations and its applications will find this book to be an invaluable resource to their studies.
Ebert, Marcelo R
2018-01-01
This book provides an overview of different topics related to the theory of partial differential equations. Selected exercises are included at the end of each chapter to prepare readers for the “research project for beginners” proposed at the end of the book. It is a valuable resource for advanced graduates and undergraduate students who are interested in specializing in this area. The book is organized in five parts: In Part 1 the authors review the basics and the mathematical prerequisites, presenting two of the most fundamental results in the theory of partial differential equations: the Cauchy-Kovalevskaja theorem and Holmgren's uniqueness theorem in its classical and abstract form. It also introduces the method of characteristics in detail and applies this method to the study of Burger's equation. Part 2 focuses on qualitative properties of solutions to basic partial differential equations, explaining the usual properties of solutions to elliptic, parabolic and hyperbolic equations for the archetypes...
Energy Technology Data Exchange (ETDEWEB)
Lukkassen, D.
1996-12-31
When partial differential equations are set up to model physical processes in strongly heterogeneous materials, effective parameters for heat transfer, electric conductivity etc. are usually required. Averaging methods often lead to convergence problems and in homogenization theory one is therefore led to study how certain integral functionals behave asymptotically. This mathematical doctoral thesis discusses (1) means and bounds connected to homogenization of integral functionals, (2) reiterated homogenization of integral functionals, (3) bounds and homogenization of some particular partial differential operators, (4) applications and further results. 154 refs., 11 figs., 8 tabs.
Numerical solutions of ordinary and partial differential equations in the frequency domain
International Nuclear Information System (INIS)
Hazi, G.; Por, G.
1997-01-01
Numerical problems during the noise simulation in a nuclear power plant are discussed. The solutions of ordinary and partial differential equations are studied in the frequency domain. Numerical methods by the transfer function method are applied. It is shown that the correctness of the numerical methods is limited for ordinary differential equations in the frequency domain. To overcome the difficulties, step-size selection is suggested. (author)
Discontinuous Galerkin finite element methods for (non)conservative partial differential equations
Rhebergen, Sander
2010-01-01
The first research topic in this thesis is the development of discontinuous Galerkin (DG) finite element methods for partial differential equations containing nonconservative products, which are present in many two-phase flow models. For this, we combine the theory of Dal Maso, LeFloch and Murat, in
Gomez, Rapson
2012-01-01
Objective: Generalized partial credit model, which is based on item response theory (IRT), was used to test differential item functioning (DIF) for the "Diagnostic and Statistical Manual of Mental Disorders" (4th ed.), inattention (IA), and hyperactivity/impulsivity (HI) symptoms across boys and girls. Method: To accomplish this, parents completed…
Ulam Stabilities for the Darboux Problem for Partial Fractional Differential Inclusions
Directory of Open Access Journals (Sweden)
Abbas Saïd
2014-12-01
Full Text Available In this article, we investigate some Ulam’s type stability concepts for the Darboux problem of partial fractional differential inclusions with a nonconvex valued right hand side. Our results are based upon Covitz-Nadler fixed point theorem and fractional version of Gronwall’s inequality.
International Nuclear Information System (INIS)
Hicks, D.L.; Walsh, R.T.
1976-06-01
Discrete methods for the solution of the partial differential equations arising in hydrocodes and wavecodes are presented in a tutorial fashion. By discrete methods is meant, for example, the methods of finite differences, finite elements, discretized characteristics, etc. The concepts of stability, consistency, convergence, order of accuracy, true accuracy, etc., and their relevance to the hydrocodes and wavecodes are discussed
Applications of algebraic method to exactly solve some nonlinear partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Darwish, A.A. [Department of Mathematics, Faculty of Science, Helwan University (Egypt)]. E-mail: profdarwish@yahoo.com; Ramady, A. [Department of Mathematics, Faculty of Science, Beni-Suef University (Egypt)]. E-mail: aramady@yahoo.com
2007-08-15
A direct and unified algebraic method for constructing multiple travelling wave solutions of nonlinear evolution equations is used and implemented in a computer algebraic system. New solutions for some nonlinear partial differential equations (NLPDE's) are obtained. Graphs of the solutions are displayed.
Taylor, Lawrence W., Jr.; Rajiyah, H.
1991-01-01
Partial differential equations for modeling the structural dynamics and control systems of flexible spacecraft are applied here in order to facilitate systems analysis and optimization of these spacecraft. Example applications are given, including the structural dynamics of SCOLE, the Solar Array Flight Experiment, the Mini-MAST truss, and the LACE satellite. The development of related software is briefly addressed.
Banks, H. T.; Kunisch, K.
1982-01-01
Approximation results from linear semigroup theory are used to develop a general framework for convergence of approximation schemes in parameter estimation and optimal control problems for nonlinear partial differential equations. These ideas are used to establish theoretical convergence results for parameter identification using modal (eigenfunction) approximation techniques. Results from numerical investigations of these schemes for both hyperbolic and parabolic systems are given.
Introduction to partial differential equations from Fourier series to boundary-value problems
Broman, Arne
2010-01-01
This well-written, advanced-level text introduces students to Fourier analysis and some of its applications. The self-contained treatment covers Fourier series, orthogonal systems, Fourier and Laplace transforms, Bessel functions, and partial differential equations of the first and second orders. Over 260 exercises with solutions reinforce students' grasp of the material. 1970 edition.
New model reduction technique for a class of parabolic partial differential equations
Vajta, Miklos
1991-01-01
A model reduction (or lumping) technique for a class of parabolic-type partial differential equations is given, and its application is discussed. The frequency response of the temperature distribution in any multilayer solid is developed and given by a matrix expression. The distributed transfer
Directory of Open Access Journals (Sweden)
Ai-Min Yang
2014-01-01
Full Text Available The local fractional Laplace variational iteration method was applied to solve the linear local fractional partial differential equations. The local fractional Laplace variational iteration method is coupled by the local fractional variational iteration method and Laplace transform. The nondifferentiable approximate solutions are obtained and their graphs are also shown.
Global Uniqueness Results for Fractional Order Partial Hyperbolic Functional Differential Equations
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Benchohra Mouffak
2011-01-01
Full Text Available Abstract We investigate the global existence and uniqueness of solutions for some classes of partial hyperbolic differential equations involving the Caputo fractional derivative with finite and infinite delays. The existence results are obtained by applying some suitable fixed point theorems.
Existence of solutions to fractional-order impulsive hyperbolic partial differential inclusions
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Said Abbas
2014-09-01
Full Text Available In this article we use the upper and lower solution method combined with a fixed point theorem for condensing multivalued maps, due to Martelli, to study the existence of solutions to impulsive partial hyperbolic differential inclusions at fixed instants of impulse.
1980-05-01
Houstis and Rice, 1980], [Crowder, Dembo and Mulvey, 19791; it suffic.es here to say that a properly chosen problem population is an essential ingredient...evaluation of partial differential equations software, IEEE Transactions on Software Engineering, 5 , pp. 418-425. 2. H. Crowder, R. S. Dembo and j. m
Parameter estimates for linear partial differential equations with fractional boundary noise
Czech Academy of Sciences Publication Activity Database
Maslowski, Bohdan; Pospíšil, J.
2007-01-01
Roč. 7, č. 1 (2007), s. 1-20 ISSN 1526-7555 R&D Projects: GA ČR GA201/07/0237 Institutional research plan: CEZ:AV0Z10190503 Keywords : parameter identification * ergodicity * stochastic partial differential equations Subject RIV: BA - General Mathematics
Xing, Yanyuan; Yan, Yubin
2018-03-01
Gao et al. [11] (2014) introduced a numerical scheme to approximate the Caputo fractional derivative with the convergence rate O (k 3 - α), 0 definition of the Caputo fractional derivative, see also Lv and Xu [20] (2016), where k is the time step size. Under the assumption that the solution of the time fractional partial differential equation is sufficiently smooth, Lv and Xu [20] (2016) proved by using energy method that the corresponding numerical method for solving time fractional partial differential equation has the convergence rate O (k 3 - α), 0 time variable t. However, in general the solution of the time fractional partial differential equation has low regularity and in this case the numerical method fails to have the convergence rate O (k 3 - α), 0 time variable t. In this paper, we first obtain a similar approximation scheme to the Riemann-Liouville fractional derivative with the convergence rate O (k 3 - α), 0 time discretization scheme to approximate the time fractional partial differential equation and show by using Laplace transform methods that the time discretization scheme has the convergence rate O (k 3 - α), 0 0 for smooth and nonsmooth data in both homogeneous and inhomogeneous cases. Numerical examples are given to show that the theoretical results are consistent with the numerical results.
Rail-to-rail low-power fully differential OTA utilizing adaptive biasing and partial feedback
DEFF Research Database (Denmark)
Tuan Vu, Cao; Wisland, Dag T.; Lande, Tor Sverre
consumption. The DC-gain of the proposed OTA is improved by adding a partial feedback loop. A Common-Mode Feedback (CMFB) circuit is required for fully differential rail-to-rail operation. Simulations show that the OTA topology has a low stand-by power consumption of 96μW and a high FoM of 3.84 [(V...
Haze image enhancement based on space fractional-order partial differential equation
Xue, Wendan; Zhao, Fengqun
2017-07-01
Based on good amplitude frequency characteristics and the spatial global correlation of fractional-order differential, an energy functional of haze image enhancement is established by taking fractional derivative on both sides of the atmospheric physics scattering model, and a haze image enhancement model based on space fractional-order partial differential equation is obtained by using steepest descent method. Based on fast wavelet transform, the low-frequency part of patch transmission and the high-frequency part of point transmission are fused to estimate the transmission. Finally, the numerical solution of the fractional-order partial differential equation is obtained by the finite difference method. The experimental results show that the algorithm can improve the contrast, brightness and clarity of the image, and it is an effective image enhancement method for haze images.
Quan, Naicheng; Zhang, Chunmin; Mu, Tingkui
2018-05-01
We address the optimal configuration of a partial Mueller matrix polarimeter used to determine the ellipsometric parameters in the presence of additive Gaussian noise and signal-dependent shot noise. The numerical results show that, for the PSG/PSA consisting of a variable retarder and a fixed polarizer, the detection process immune to these two types of noise can be optimally composed by 121.2° retardation with a pair of azimuths ±71.34° and a 144.48° retardation with a pair of azimuths ±31.56° for four Mueller matrix elements measurement. Compared with the existing configurations, the configuration presented in this paper can effectively decrease the measurement variance and thus statistically improve the measurement precision of the ellipsometric parameters.
Lattice Boltzmann model for high-order nonlinear partial differential equations
Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang
2018-01-01
In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂tϕ +∑k=1mαk∂xkΠk(ϕ ) =0 (1 ≤k ≤m ≤6 ), αk are constant coefficients, Πk(ϕ ) are some known differential functions of ϕ . As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K (n ,n ) -Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009), 10.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009), 10.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.
Collage-based approaches for elliptic partial differential equations inverse problems
Yodzis, Michael; Kunze, Herb
2017-01-01
The collage method for inverse problems has become well-established in the literature in recent years. Initial work developed a collage theorem, based upon Banach's fixed point theorem, for treating inverse problems for ordinary differential equations (ODEs). Amongst the subsequent work was a generalized collage theorem, based upon the Lax-Milgram representation theorem, useful for treating inverse problems for elliptic partial differential equations (PDEs). Each of these two different approaches can be applied to elliptic PDEs in one space dimension. In this paper, we explore and compare how the two different approaches perform for the estimation of the diffusivity for a steady-state heat equation.
Ito, K.
1983-01-01
Approximation schemes based on Legendre-tau approximation are developed for application to parameter identification problem for delay and partial differential equations. The tau method is based on representing the approximate solution as a truncated series of orthonormal functions. The characteristic feature of the Legendre-tau approach is that when the solution to a problem is infinitely differentiable, the rate of convergence is faster than any finite power of 1/N; higher accuracy is thus achieved, making the approach suitable for small N.
Arqub, Omar Abu; El-Ajou, Ahmad; Momani, Shaher
2015-07-01
Building fractional mathematical models for specific phenomena and developing numerical or analytical solutions for these fractional mathematical models are crucial issues in mathematics, physics, and engineering. In this work, a new analytical technique for constructing and predicting solitary pattern solutions of time-fractional dispersive partial differential equations is proposed based on the generalized Taylor series formula and residual error function. The new approach provides solutions in the form of a rapidly convergent series with easily computable components using symbolic computation software. For method evaluation and validation, the proposed technique was applied to three different models and compared with some of the well-known methods. The resultant simulations clearly demonstrate the superiority and potentiality of the proposed technique in terms of the quality performance and accuracy of substructure preservation in the construct, as well as the prediction of solitary pattern solutions for time-fractional dispersive partial differential equations.
International Nuclear Information System (INIS)
Lee, Goung Jin; Chang, Soon Heung
1988-01-01
In solving partial differential equations using finite element method, the great parts of the computing time is taken to calculate the local element matrices. Also the much programming efforts are taken for the local element matrices calculations. To reduce the computing time and the efforts of programming, local elements matrices are calculated by symbolic manipulation method. In this study, symbolic manipulation code REDUCE 3.2 is used. As a results, Fortran subroutine form of local element matrices package is obtained. Using this package, programming efforts would be much reduced. Also the computing time is greatly reduced using the developed package. As a conclusion, it can be said that the developed method can be used to solve the partial differential equation with the less computing times and the less programming efforts than the conventional method
Partial differential equations II elements of the modern theory equations with constant coefficients
Shubin, M
1994-01-01
This book, the first printing of which was published as Volume 31 of the Encyclopaedia of Mathematical Sciences, contains a survey of the modern theory of general linear partial differential equations and a detailed review of equations with constant coefficients. Readers will be interested in an introduction to microlocal analysis and its applications including singular integral operators, pseudodifferential operators, Fourier integral operators and wavefronts, a survey of the most important results about the mixed problem for hyperbolic equations, a review of asymptotic methods including short wave asymptotics, the Maslov canonical operator and spectral asymptotics, a detailed description of the applications of distribution theory to partial differential equations with constant coefficients including numerous interesting special topics.
Lump solutions to nonlinear partial differential equations via Hirota bilinear forms
Ma, Wen-Xiu; Zhou, Yuan
2018-02-01
Lump solutions are analytical rational function solutions localized in all directions in space. We analyze a class of lump solutions, generated from quadratic functions, to nonlinear partial differential equations. The basis of success is the Hirota bilinear formulation and the primary object is the class of positive multivariate quadratic functions. A complete determination of quadratic functions positive in space and time is given, and positive quadratic functions are characterized as sums of squares of linear functions. Necessary and sufficient conditions for positive quadratic functions to solve Hirota bilinear equations are presented, and such polynomial solutions yield lump solutions to nonlinear partial differential equations under the dependent variable transformations u = 2(ln f) x and u = 2(ln f) xx, where x is one spatial variable. Applications are made for a few generalized KP and BKP equations.
Liu, Zhenhai; Migórski, Stanisław; Zeng, Shengda
2017-10-01
In this paper, we firstly introduce a complicated system obtained by mixing a nonlinear evolutionary partial differential equation and a mixed variational inequality in infinite dimensional Banach spaces in the case where the set of constraints is not necessarily bounded and the problem is driven by nonlocal boundary conditions, which is called partial differential variational inequality ((PDVI), for short). Then, we show that the solution set of the mixed variational inequality involved in problem (PDVI) is nonempty, bounded, closed and convex. Moreover, the upper semicontinuity and measurability properties for set-valued mapping U : [ 0 , T ] ×E2 → Cbv (E1) (see (3.7), below) are also established. Finally, several existence results for (PDVI) are obtained by using a fixed point theorem for condensing set-valued operators and theory of measure of noncompactness.
Feehan, Paul M. N.; Pop, Camelia A.
Motivated by applications to probability and mathematical finance, we consider a parabolic partial differential equation on a half-space whose coefficients are suitably Hölder continuous and allowed to grow linearly in the spatial variable and which become degenerate along the boundary of the half-space. We establish existence and uniqueness of solutions in weighted Hölder spaces which incorporate both the degeneracy at the boundary and the unboundedness of the coefficients. In our companion article (Feehan and Pop [12]), we apply the main result of this article to show that the martingale problem associated with a degenerate-elliptic partial differential operator is well-posed in the sense of Stroock and Varadhan.
Lewis, Robert Michael; Patera, Anthony T.; Peraire, Jaume
1998-01-01
We present a Neumann-subproblem a posteriori finite element procedure for the efficient and accurate calculation of rigorous, 'constant-free' upper and lower bounds for sensitivity derivatives of functionals of the solutions of partial differential equations. The design motivation for sensitivity derivative error control is discussed; the a posteriori finite element procedure is described; the asymptotic bounding properties and computational complexity of the method are summarized; and illustrative numerical results are presented.
Analytical Solutions for Systems of Singular Partial Differential-Algebraic Equations
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U. Filobello-Nino
2015-01-01
Full Text Available This paper proposes power series method (PSM in order to find solutions for singular partial differential-algebraic equations (SPDAEs. We will solve three examples to show that PSM method can be used to search for analytical solutions of SPDAEs. What is more, we will see that, in some cases, Padé posttreatment, besides enlarging the domain of convergence, may be employed in order to get the exact solution from the truncated series solutions of PSM.
Taguchi method for partial differential equations with application in tumor growth.
Ilea, M; Turnea, M; Rotariu, M; Arotăriţei, D; Popescu, Marilena
2014-01-01
The growth of tumors is a highly complex process. To describe this process, mathematical models are needed. A variety of partial differential mathematical models for tumor growth have been developed and studied. Most of those models are based on the reaction-diffusion equations and mass conservation law. A variety of modeling strategies have been developed, each focusing on tumor growth. Systems of time-dependent partial differential equations occur in many branches of applied mathematics. The vast majority of mathematical models in tumor growth are formulated in terms of partial differential equations. We propose a mathematical model for the interactions between these three cancer cell populations. The Taguchi methods are widely used by quality engineering scientists to compare the effects of multiple variables, together with their interactions, with a simple and manageable experimental design. In Taguchi's design of experiments, variation is more interesting to study than the average. First, Taguchi methods are utilized to search for the significant factors and the optimal level combination of parameters. Except the three parameters levels, other factors levels other factors levels would not be considered. Second, cutting parameters namely, cutting speed, depth of cut, and feed rate are designed using the Taguchi method. Finally, the adequacy of the developed mathematical model is proved by ANOVA. According to the results of ANOVA, since the percentage contribution of the combined error is as small. Many mathematical models can be quantitatively characterized by partial differential equations. The use of MATLAB and Taguchi method in this article illustrates the important role of informatics in research in mathematical modeling. The study of tumor growth cells is an exciting and important topic in cancer research and will profit considerably from theoretical input. Interpret these results to be a permanent collaboration between math's and medical oncologists.
Dey, C.; Dey, S. K.
1983-01-01
An explicit finite difference scheme consisting of a predictor and a corrector has been developed and applied to solve some hyperbolic partial differential equations (PDEs). The corrector is a convex-type function which is applied at each time level and at each mesh point. It consists of a parameter which may be estimated such that for larger time steps the algorithm should remain stable and generate a fast speed of convergence to the steady-state solution. Some examples have been given.
International Nuclear Information System (INIS)
Brandt, F.
1993-01-01
It is shown that Baecklund transformations (BTs) and zero-curvature representations (ZCRs) of systems of partial differential equations (PDEs) are closely related. The connection is established by nonlinear representations of the symmetry group underlying the ZCR which induce gauge transformations relating different BTs. This connection is used to construct BTs from ZCRs (and vice versa). Furthermore a procedure is outlined which allows a systematic search for ZCRs of a given system of PDEs. (orig.)
New finite volume methods for approximating partial differential equations on arbitrary meshes
International Nuclear Information System (INIS)
Hermeline, F.
2008-12-01
This dissertation presents some new methods of finite volume type for approximating partial differential equations on arbitrary meshes. The main idea lies in solving twice the problem to be dealt with. One addresses the elliptic equations with variable (anisotropic, antisymmetric, discontinuous) coefficients, the parabolic linear or non linear equations (heat equation, radiative diffusion, magnetic diffusion with Hall effect), the wave type equations (Maxwell, acoustics), the elasticity and Stokes'equations. Numerous numerical experiments show the good behaviour of this type of method. (author)
Czech Academy of Sciences Publication Activity Database
Krisztin, T.; Rezunenko, Oleksandr
2016-01-01
Roč. 260, č. 5 (2016), s. 4454-4472 ISSN 0022-0396 R&D Projects: GA ČR GAP103/12/2431 Institutional support: RVO:67985556 Keywords : Parabolic partial differential equations * State dependent delay * Solution manifold Subject RIV: BC - Control Systems Theory Impact factor: 1.988, year: 2016 http://library.utia.cas.cz/separaty/2016/AS/rezunenko-0457879.pdf
Directory of Open Access Journals (Sweden)
Hui-Sheng Ding
2013-04-01
Full Text Available In this paper, we first introduce a new class of pseudo almost periodic type functions and investigate some properties of pseudo almost periodic type functions; and then we discuss the existence of pseudo almost periodic solutions to the class of abstract partial functional differential equations $x'(t=Ax(t+f(t,x_t$ with finite delay in a Banach space X.
Conservation laws for certain time fractional nonlinear systems of partial differential equations
Singla, Komal; Gupta, R. K.
2017-12-01
In this study, an extension of the concept of nonlinear self-adjointness and Noether operators is proposed for calculating conserved vectors of the time fractional nonlinear systems of partial differential equations. In our recent work (J Math Phys 2016; 57: 101504), by proposing the symmetry approach for time fractional systems, the Lie symmetries for some fractional nonlinear systems have been derived. In this paper, the obtained infinitesimal generators are used to find conservation laws for the corresponding fractional systems.
Homogeneous Poisson structures
International Nuclear Information System (INIS)
Shafei Deh Abad, A.; Malek, F.
1993-09-01
We provide an algebraic definition for Schouten product and give a decomposition for any homogenenous Poisson structure in any n-dimensional vector space. A large class of n-homogeneous Poisson structures in R k is also characterized. (author). 4 refs
Directory of Open Access Journals (Sweden)
M. Bishehniasar
2017-01-01
Full Text Available The demand of many scientific areas for the usage of fractional partial differential equations (FPDEs to explain their real-world systems has been broadly identified. The solutions may portray dynamical behaviors of various particles such as chemicals and cells. The desire of obtaining approximate solutions to treat these equations aims to overcome the mathematical complexity of modeling the relevant phenomena in nature. This research proposes a promising approximate-analytical scheme that is an accurate technique for solving a variety of noninteger partial differential equations (PDEs. The proposed strategy is based on approximating the derivative of fractional-order and reducing the problem to the corresponding partial differential equation (PDE. Afterwards, the approximating PDE is solved by using a separation-variables technique. The method can be simply applied to nonhomogeneous problems and is proficient to diminish the span of computational cost as well as achieving an approximate-analytical solution that is in excellent concurrence with the exact solution of the original problem. In addition and to demonstrate the efficiency of the method, it compares with two finite difference methods including a nonstandard finite difference (NSFD method and standard finite difference (SFD technique, which are popular in the literature for solving engineering problems.
Zeroth Poisson Homology, Foliated Cohomology and Perfect Poisson Manifolds
Martínez-Torres, David; Miranda, Eva
2018-01-01
We prove that, for compact regular Poisson manifolds, the zeroth homology group is isomorphic to the top foliated cohomology group, and we give some applications. In particular, we show that, for regular unimodular Poisson manifolds, top Poisson and foliated cohomology groups are isomorphic. Inspired by the symplectic setting, we define what a perfect Poisson manifold is. We use these Poisson homology computations to provide families of perfect Poisson manifolds.
International Nuclear Information System (INIS)
Harwood, L.H.
1981-01-01
At MSU we have used the POISSON family of programs extensively for magnetic field calculations. In the presently super-saturated computer situation, reducing the run time for the program is imperative. Thus, a series of modifications have been made to POISSON to speed up convergence. Two of the modifications aim at having the first guess solution as close as possible to the final solution. The other two aim at increasing the convergence rate. In this discussion, a working knowledge of POISSON is assumed. The amount of new code and expected time saving for each modification is discussed
Fiber-wise linear Poisson structures related to W∗-algebras
Odzijewicz, Anatol; Jakimowicz, Grzegorz; Sliżewska, Aneta
2018-01-01
In the framework of Banach differential geometry we investigate the fiber-wise linear Poisson structures as well as the Lie groupoid and Lie algebroid structures which are defined in the canonical way by the structure of a W∗-algebra (von Neumann algebra) M. The main role in this theory is played by the complex Banach-Lie groupoid G(M) ⇉ L(M) of partially invertible elements of M over the lattice L(M) of orthogonal projections of M. The Atiyah sequence and the predual Atiyah sequence corresponding to this groupoid are investigated from the point of view of Banach Poisson geometry. In particular we show that the predual Atiyah sequence fits in a short exact sequence of complex Banach sub-Poisson V B-groupoids with G(M) ⇉ L(M) as the side groupoid.
Molecular analysis of B-cell differentiation in selective or partial IgA deficiency.
Asano, T; Kaneko, H; Terada, T; Kasahara, Y; Fukao, T; Kasahara, K; Kondo, N
2004-05-01
Selective IgA deficiency is the most common form of primary immunodeficiency, the molecular basis of which is unknown. To investigate the cause of selective IgA deficiency, we examined what stage of B-cell differentiation was blocked. DNA and RNA were extracted from three Japanese patients with selective IgA deficiency and three with a partial IgA deficiency. In selective IgA deficiency patients, Ialpha germline transcript expression levels decreased and alpha circle transcripts were not detected. Stimulation with PMA and TGF-beta1 up-regulated Ialpha germline and alpha circle transcripts. In some patients, IgA secretion was induced by stimulation with anti-CD40, IL-4 and IL-10. In partial IgA deficiency patients, Ialpha germline, alpha circle transcripts and Calpha mature transcripts were detected in the absence of stimulation. Our findings suggest that the decreased expression level of Ialpha germline transcripts before a class switch might be critical for the pathogenesis of some patients with selective IgA deficiency. However, in patients with a partial IgA deficiency, B-cell differentiation might be disturbed after a class switch.
Scaling the Poisson Distribution
Farnsworth, David L.
2014-01-01
We derive the additive property of Poisson random variables directly from the probability mass function. An important application of the additive property to quality testing of computer chips is presented.
On Poisson Nonlinear Transformations
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Nasir Ganikhodjaev
2014-01-01
Full Text Available We construct the family of Poisson nonlinear transformations defined on the countable sample space of nonnegative integers and investigate their trajectory behavior. We have proved that these nonlinear transformations are regular.
Extended Poisson Exponential Distribution
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Anum Fatima
2015-09-01
Full Text Available A new mixture of Modified Exponential (ME and Poisson distribution has been introduced in this paper. Taking the Maximum of Modified Exponential random variable when the sample size follows a zero truncated Poisson distribution we have derived the new distribution, named as Extended Poisson Exponential distribution. This distribution possesses increasing and decreasing failure rates. The Poisson-Exponential, Modified Exponential and Exponential distributions are special cases of this distribution. We have also investigated some mathematical properties of the distribution along with Information entropies and Order statistics of the distribution. The estimation of parameters has been obtained using the Maximum Likelihood Estimation procedure. Finally we have illustrated a real data application of our distribution.
Workshop on Recent Trends in Complex Methods for Partial Differential Equations
Celebi, A; Tutschke, Wolfgang
1999-01-01
This volume is a collection of manscripts mainly originating from talks and lectures given at the Workshop on Recent Trends in Complex Methods for Par tial Differential Equations held from July 6 to 10, 1998 at the Middle East Technical University in Ankara, Turkey, sponsored by The Scientific and Tech nical Research Council of Turkey and the Middle East Technical University. This workshop is a continuation oftwo workshops from 1988 and 1993 at the In ternational Centre for Theoretical Physics in Trieste, Italy entitled Functional analytic Methods in Complex Analysis and Applications to Partial Differential Equations. Since classical complex analysis of one and several variables has a long tra dition it is of high level. But most of its basic problems are solved nowadays so that within the last few decades it has lost more and more attention. The area of complex and functional analytic methods in partial differential equations, however, is still a growing and flourishing field, in particular as these ...
International Nuclear Information System (INIS)
Zou, Shiyang; Pichl, Lukas; Kimura, Mineo; Kato, Takako
2003-01-01
Single-differential, partial and total ionization cross sections for the proton-hydrogen collision system at low energy range (0.1-10 keV/amu) are determined by using the electron translation factor corrected molecular-orbital close-coupling method. Full convergence of ionization cross sections as a function of H 2 + molecular basis size is achieved by including up to 10 bound states, and 11 continuum partial waves. The present cross sections are in an excellent agreement with the recent experiments of Shah et al., but decrease more rapidly than the cross sections measured by Pieksma et al. with decreasing energy. The calculated cross section data are included in this report. (author)
Poisson branching point processes
International Nuclear Information System (INIS)
Matsuo, K.; Teich, M.C.; Saleh, B.E.A.
1984-01-01
We investigate the statistical properties of a special branching point process. The initial process is assumed to be a homogeneous Poisson point process (HPP). The initiating events at each branching stage are carried forward to the following stage. In addition, each initiating event independently contributes a nonstationary Poisson point process (whose rate is a specified function) located at that point. The additional contributions from all points of a given stage constitute a doubly stochastic Poisson point process (DSPP) whose rate is a filtered version of the initiating point process at that stage. The process studied is a generalization of a Poisson branching process in which random time delays are permitted in the generation of events. Particular attention is given to the limit in which the number of branching stages is infinite while the average number of added events per event of the previous stage is infinitesimal. In the special case when the branching is instantaneous this limit of continuous branching corresponds to the well-known Yule--Furry process with an initial Poisson population. The Poisson branching point process provides a useful description for many problems in various scientific disciplines, such as the behavior of electron multipliers, neutron chain reactions, and cosmic ray showers
Brezzi, Franco; Cangiani, Andrea; Georgoulis, Emmanuil
2016-01-01
This volume contains contributed survey papers from the main speakers at the LMS/EPSRC Symposium “Building bridges: connections and challenges in modern approaches to numerical partial differential equations”. This meeting took place in July 8-16, 2014, and its main purpose was to gather specialists in emerging areas of numerical PDEs, and explore the connections between the different approaches. The type of contributions ranges from the theoretical foundations of these new techniques, to the applications of them, to new general frameworks and unified approaches that can cover one, or more than one, of these emerging techniques.
Survey of the status of finite element methods for partial differential equations
Temam, Roger
1986-01-01
The finite element methods (FEM) have proved to be a powerful technique for the solution of boundary value problems associated with partial differential equations of either elliptic, parabolic, or hyperbolic type. They also have a good potential for utilization on parallel computers particularly in relation to the concept of domain decomposition. This report is intended as an introduction to the FEM for the nonspecialist. It contains a survey which is totally nonexhaustive, and it also contains as an illustration, a report on some new results concerning two specific applications, namely a free boundary fluid-structure interaction problem and the Euler equations for inviscid flows.
Survey of the status of finite element methods for partial differential equations. Final report
International Nuclear Information System (INIS)
Temam, R.
1986-11-01
The finite element methods (FEM) have proved to be a powerful technique for the solution of boundary value problems associated with partial differential equations of either elliptic, parabolic, or hyperbolic type. They also have a good potential for utilization on parallel computers particularly in relation to the concept of domain decomposition. This report is intended as an introduction to the FEM for the nonspecialist. It contains a survey which is totally nonexhaustive, and it also contains as an illustration, a report on some new results concerning two specific applications, namely a free boundary fluid-structure interaction problem and the Euler equations for inviscid flows
Discretized partial differential equations - Examples of control systems defined on modules
Brockett, R. W.; Willems, J. L.
1974-01-01
The purpose of this paper is to show how the important problems of linear system theory can be solved concisely for a particular class of linear systems, namely block circulant systems, by exploiting the algebraic structure. This type of system arises in lumped approximations to linear partial differential equations. The computation of the transition matrix, the variation of constants formula, observability, controllability, pole allocation, realization theory, stability and quadratic optimal control are discussed. In principle, all questions which are solved here could also be solved by standard methods; the present paper clearly exposes the structure of the solution, and thus permits various savings in computational effort.
Solution of Nonlinear Partial Differential Equations by New Laplace Variational Iteration Method
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Eman M. A. Hilal
2014-01-01
Full Text Available The aim of this study is to give a good strategy for solving some linear and nonlinear partial differential equations in engineering and physics fields, by combining Laplace transform and the modified variational iteration method. This method is based on the variational iteration method, Laplace transforms, and convolution integral, introducing an alternative Laplace correction functional and expressing the integral as a convolution. Some examples in physical engineering are provided to illustrate the simplicity and reliability of this method. The solutions of these examples are contingent only on the initial conditions.
Czech Academy of Sciences Publication Activity Database
Papež, Jan; Liesen, J.; Strakoš, Z.
2014-01-01
Roč. 449, 15 May (2014), s. 89-114 ISSN 0024-3795 R&D Projects: GA AV ČR IAA100300802; GA ČR GA201/09/0917 Grant - others:GA MŠk(CZ) LL1202; GA UK(CZ) 695612 Institutional support: RVO:67985807 Keywords : numerical solution of partial differential equations * finite element method * adaptivity * a posteriori error analysis * discretization error * algebra ic error * spatial distribution of the error Subject RIV: BA - General Mathematics Impact factor: 0.939, year: 2014
Student Solutions Manual to Boundary Value Problems and Partial Differential Equations
Powers, David L
2005-01-01
This student solutions manual accompanies the text, Boundary Value Problems and Partial Differential Equations, 5e. The SSM is available in print via PDF or electronically, and provides the student with the detailed solutions of the odd-numbered problems contained throughout the book.Provides students with exercises that skillfully illustrate the techniques used in the text to solve science and engineering problemsNearly 900 exercises ranging in difficulty from basic drills to advanced problem-solving exercisesMany exercises based on current engineering applications
Higher-order numerical solutions using cubic splines. [for partial differential equations
Rubin, S. G.; Khosla, P. K.
1975-01-01
A cubic spline collocation procedure has recently been developed for the numerical solution of partial differential equations. In the present paper, this spline procedure is reformulated so that the accuracy of the second-derivative approximation is improved and parallels that previously obtained for lower derivative terms. The final result is a numerical procedure having overall third-order accuracy for a non-uniform mesh and overall fourth-order accuracy for a uniform mesh. Solutions using both spline procedures, as well as three-point finite difference methods, will be presented for several model problems.-
Simple equation method for nonlinear partial differential equations and its applications
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Taher A. Nofal
2016-04-01
Full Text Available In this article, we focus on the exact solution of the some nonlinear partial differential equations (NLPDEs such as, Kodomtsev–Petviashvili (KP equation, the (2 + 1-dimensional breaking soliton equation and the modified generalized Vakhnenko equation by using the simple equation method. In the simple equation method the trial condition is the Bernoulli equation or the Riccati equation. It has been shown that the method provides a powerful mathematical tool for solving nonlinear wave equations in mathematical physics and engineering problems.
Directory of Open Access Journals (Sweden)
Heinz Toparkus
2014-04-01
Full Text Available In this paper we consider first-order systems with constant coefficients for two real-valued functions of two real variables. This is both a problem in itself, as well as an alternative view of the classical linear partial differential equations of second order with constant coefficients. The classification of the systems is done using elementary methods of linear algebra. Each type presents its special canonical form in the associated characteristic coordinate system. Then you can formulate initial value problems in appropriate basic areas, and you can try to achieve a solution of these problems by means of transform methods.
Parametric Borel summability for some semilinear system of partial differential equations
Directory of Open Access Journals (Sweden)
Hiroshi Yamazawa
2015-01-01
Full Text Available In this paper we study the Borel summability of formal solutions with a parameter of first order semilinear system of partial differential equations with \\(n\\ independent variables. In [Singular perturbation of linear systems with a regular singularity, J. Dynam. Control. Syst. 8 (2002, 313-322], Balser and Kostov proved the Borel summability of formal solutions with respect to a singular perturbation parameter for a linear equation with one independent variable. We shall extend their results to a semilinear system of equations with general independent variables.
Tang, Kwong-Tin
2007-01-01
Pedagogical insights gained through 30 years of teaching applied mathematics led the author to write this set of student oriented books. Topics such as complex analysis, matrix theory, vector and tensor analysis, Fourier analysis, integral transforms, ordinary and partial differential equations are presented in a discursive style that is readable and easy to follow. Numerous clearly stated, completely worked out examples together with carefully selected problem sets with answers are used to enhance students' understanding and manipulative skill. The goal is to make students comfortable and confident in using advanced mathematical tools in junior, senior, and beginning graduate courses.
The Spectral/hp-Finite Element Method for Partial Differential Equations
DEFF Research Database (Denmark)
Engsig-Karup, Allan Peter
2009-01-01
dimensions. In the course the chosen programming environment is Matlab, however, this is by no means a necessary requirement. The mathematical level needed to grasp the details of this set of notes requires an elementary background in mathematical analysis and linear algebra. Each chapter is supplemented......This set of lecture notes provides an elementary introduction to both the classical Finite Element Method (FEM) and the extended Spectral/$hp$-Finite Element Method for solving Partial Differential Equations (PDEs). Many problems in science and engineering can be formulated mathematically...
"Real-Time Optical Laboratory Linear Algebra Solution Of Partial Differential Equations"
Casasent, David; Jackson, James
1986-03-01
A Space Integrating (SI) Optical Linear Algebra Processor (OLAP) employing space and frequency-multiplexing, new partitioning and data flow, and achieving high accuracy performance with a non base-2 number system is described. Laboratory data on the performance of this system and the solution of parabolic Partial Differential Equations (PDEs) is provided. A multi-processor OLAP system is also described for the first time. It use in the solution of multiple banded matrices that frequently arise is then discussed. The utility and flexibility of this processor compared to digital systolic architectures should be apparent.
Average and deviation for slow-fast stochastic partial differential equations
Wang, W.; Roberts, A. J.
Averaging is an important method to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. This article derives an averaged equation for a class of stochastic partial differential equations without any Lipschitz assumption on the slow modes. The rate of convergence in probability is obtained as a byproduct. Importantly, the stochastic deviation between the original equation and the averaged equation is also studied. A martingale approach proves that the deviation is described by a Gaussian process. This gives an approximation to errors of order O(ɛ) instead of order O(√{ɛ}) attained in previous averaging.
Calatroni, Luca
2013-08-01
We present directional operator splitting schemes for the numerical solution of a fourth-order, nonlinear partial differential evolution equation which arises in image processing. This equation constitutes the H -1-gradient flow of the total variation and represents a prototype of higher-order equations of similar type which are popular in imaging for denoising, deblurring and inpainting problems. The efficient numerical solution of this equation is very challenging due to the stiffness of most numerical schemes. We show that the combination of directional splitting schemes with implicit time-stepping provides a stable and computationally cheap numerical realisation of the equation.
Parallelizing across time when solving time-dependent partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Worley, P.H.
1991-09-01
The standard numerical algorithms for solving time-dependent partial differential equations (PDEs) are inherently sequential in the time direction. This paper describes algorithms for the time-accurate solution of certain classes of linear hyperbolic and parabolic PDEs that can be parallelized in both time and space and have serial complexities that are proportional to the serial complexities of the best known algorithms. The algorithms for parabolic PDEs are variants of the waveform relaxation multigrid method (WFMG) of Lubich and Ostermann where the scalar ordinary differential equations (ODEs) that make up the kernel of WFMG are solved using a cyclic reduction type algorithm. The algorithms for hyperbolic PDEs use the cyclic reduction algorithm to solve ODEs along characteristics. 43 refs.
Directory of Open Access Journals (Sweden)
A. H. Bhrawy
2014-01-01
Full Text Available One of the most important advantages of collocation method is the possibility of dealing with nonlinear partial differential equations (PDEs as well as PDEs with variable coefficients. A numerical solution based on a Jacobi collocation method is extended to solve nonlinear coupled hyperbolic PDEs with variable coefficients subject to initial-boundary nonlocal conservation conditions. This approach, based on Jacobi polynomials and Gauss-Lobatto quadrature integration, reduces solving the nonlinear coupled hyperbolic PDEs with variable coefficients to a system of nonlinear ordinary differential equation which is far easier to solve. In fact, we deal with initial-boundary coupled hyperbolic PDEs with variable coefficients as well as initial-nonlocal conditions. Using triangular, soliton, and exponential-triangular solutions as exact solutions, the obtained results show that the proposed numerical algorithm is efficient and very accurate.
Derivation of stochastic partial differential equations for size- and age-structured populations.
Allen, Edward J
2009-01-01
Stochastic partial differential equations (SPDEs) for size-structured and age- and size-structured populations are derived from basic principles, i.e. from the changes that occur in a small time interval. Discrete stochastic models of size-structured and age-structured populations are constructed, carefully taking into account the inherent randomness in births, deaths, and size changes. As the time interval decreases, the discrete stochastic models lead to systems of Itô stochastic differential equations. As the size and age intervals decrease, SPDEs are derived for size-structured and age- and size-structured populations. Comparisons between numerical solutions of the SPDEs and independently formulated Monte Carlo calculations support the accuracy of the derivations.
Partial differential equation-based localization of a monopole source from a circular array.
Ando, Shigeru; Nara, Takaaki; Levy, Tsukassa
2013-10-01
Wave source localization from a sensor array has long been the most active research topics in both theory and application. In this paper, an explicit and time-domain inversion method for the direction and distance of a monopole source from a circular array is proposed. The approach is based on a mathematical technique, the weighted integral method, for signal/source parameter estimation. It begins with an exact form of the source-constraint partial differential equation that describes the unilateral propagation of wide-band waves from a single source, and leads to exact algebraic equations that include circular Fourier coefficients (phase mode measurements) as their coefficients. From them, nearly closed-form, single-shot and multishot algorithms are obtained that is suitable for use with band-pass/differential filter banks. Numerical evaluation and several experimental results obtained using a 16-element circular microphone array are presented to verify the validity of the proposed method.
Directory of Open Access Journals (Sweden)
Mark A Lau
2016-09-01
Full Text Available This paper presents the implementation of numerical and analytical solutions of some of the classical partial differential equations using Excel spreadsheets. In particular, the heat equation, wave equation, and Laplace’s equation are presented herein since these equations have well known analytical solutions. The numerical solutions can be easily obtained once the differential equations are discretized via finite differences and then using cell formulas to implement the resulting recursive algorithms and other iterative methods such as the successive over-relaxation (SOR method. The graphing capabilities of spreadsheets can be exploited to enhance the visualization of the solutions to these equations. Furthermore, using Visual Basic for Applications (VBA can greatly facilitate the implementation of the analytical solutions to these equations, and in the process, one obtains Fourier series approximations to functions governing initial and/or boundary conditions.
International Nuclear Information System (INIS)
Angstmann, C.N.; Donnelly, I.C.; Henry, B.I.; Jacobs, B.A.; Langlands, T.A.M.; Nichols, J.A.
2016-01-01
We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also show that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.
ICCG3, 3-D Partial Differential Equations Linear Symmetric Matrix Solver
International Nuclear Information System (INIS)
Anderson, D.V.
2001-01-01
Description of program or function: ICCG3 (Incomplete Cholesky factorized Conjugate Gradient algorithm for 3d symmetric problems) was developed to solve a linear symmetric matrix system arising from discretization of three-dimensional elliptic and parabolic partial differential equations found in plasma physics applications, such as resistive MHD, spatial diffusive transport, and phase space transport (Fokker-Planck equation) problems. These problems share the common feature of being stiff and requiring implicit solution techniques. When these parabolic or elliptic PDE's are discretized with finite-difference or finite-element methods, the resulting matrix system is frequently of block-tridiagonal form. To use ICCG3, the discretization of the three-dimensional partial differential equation and its boundary conditions must result in a block- tridiagonal matrix. Its elements in turn are block-tridiagonal sub- matrices composed of elementary sub-sub-matrices that are also tridiagonal. A generalization of the incomplete Cholesky conjugate gradient algorithm is used to solve the linear symmetric matrix equation. Loops are arranged to vectors on the Cray1 with the CFT compiler, wherever possible. Recursive loops, which cannot be vectorized, are written for optimum scalar speed. For problems having an asymmetric matrix, ILUCG3 (NESC 9927) should be used. Similar methods in two dimensions are available in ILUCG2 (NESC 9929) and ICCG2 (NESC 9928)
Kuttieri, R. A.; Sinha, M.
2012-07-01
An approach based on neural partial differentiation is suggested for aircraft parameter estimation using the flight data gathered under turbulent atmospheric conditions. The classical methods such as output error and equation error methods suffer from severe convergence issues; resulting in biased, inaccurate, and inconsistent estimates. Though filter error method yields better estimates while dealing with the flight data having process noise, it has few demerits like computational overheads and it allows estimation of a single set of process noise distribution matrix. The proposed neural method does not face any such problem of the classical methods. Moreover, the neural method does not require parameter initialization and a priori knowledge of the model structure. The neural network maps the aircraft state and control variables into the output variables corresponding to aerodynamic forces and moments. The parameter estimation, pertaining to lateral-directional motion, of the research aircraft de Havilland DHC-2 with simulated process noise, is presented. The results obtained using the neural partial differentiation are compared with the nominal values given in literature and with the classical methods. The neural method yields the aerodynamic derivatives very close to the nominal values and having quite low standard deviation. The neural methodology is also validated by comparing actual output variables with the neural predicted and neural reconstructed variables.
4th International Conference on Particle Systems and Partial Differential Equations
Soares, Ana
2017-01-01
'This book addresses mathematical problems motivated by various applications in physics, engineering, chemistry and biology. It gathers the lecture notes from the mini-course presented by Jean-Christophe Mourrat on the construction of the various stochastic “basic” terms involved in the formulation of the dynamic Ö4 theory in three space dimensions, as well as selected contributions presented at the fourth meeting on Particle Systems and PDEs, which was held at the University of Minho’s Centre of Mathematics in December 2015. The purpose of the conference was to bring together prominent researchers working in the fields of particle systems and partial differential equations, offering them a forum to present their recent results and discuss their topics of expertise. The meeting was also intended to present to a vast and varied public, including young researchers, the area of interacting particle systems, its underlying motivation, and its relation to partial differential equations. The book w...
ICM: an Integrated Compartment Method for numerically solving partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Yeh, G.T.
1981-05-01
An integrated compartment method (ICM) is proposed to construct a set of algebraic equations from a system of partial differential equations. The ICM combines the utility of integral formulation of finite element approach, the simplicity of interpolation of finite difference approximation, and the flexibility of compartment analyses. The integral formulation eases the treatment of boundary conditions, in particular, the Neumann-type boundary conditions. The simplicity of interpolation provides great economy in computation. The flexibility of discretization with irregular compartments of various shapes and sizes offers advantages in resolving complex boundaries enclosing compound regions of interest. The basic procedures of ICM are first to discretize the region of interest into compartments, then to apply three integral theorems of vectors to transform the volume integral to the surface integral, and finally to use interpolation to relate the interfacial values in terms of compartment values to close the system. The Navier-Stokes equations are used as an example of how to derive the corresponding ICM alogrithm for a given set of partial differential equations. Because of the structure of the algorithm, the basic computer program remains the same for cases in one-, two-, or three-dimensional problems.
Sharma, Meenakshi; Kumar, Dinesh; Poluri, Krishna Mohan
2018-04-01
Characterization of partially collapsed protein conformations at atomic level is a daunting task due to their inherent flexibility and conformational heterogeneity. T7 bacteriophage endolysin (T7L) is a single-domain amidase that facilitates the lysis of Gram-negative bacteria. T7L exhibits a pH-dependent structural transition from native state to partially folded (PF) conformation. In the pH range 5-3, T7L PF states display differential ANS binding characteristics. CD, fluorescence, NMR spectroscopy and lysis assays were used to investigate the structure-stability- dynamics relationships of T7L PF conformations. Structural studies indicated a partial loss of secondary/tertiary structures compared to its native state. The loss in the tertiary structure and the hydrophobic core opening increases upon decrease of pH from 5 to 3. Thermal denaturation experiments delineated that the pH 5 conformation is thermally irreversible in contrast to pH 3, depicting that hydrophobic core opening is essential for thermal reversibility. Further, urea dependent unfolding features of PF state at pH 5 and 4 evidenced for a collapsed conformation at intermediate urea concentrations. Residue level studies revealed that α1-helix and β3-β4 segment of T7L are the major contributors for such a structural collapse and inherent dynamics. The results suggested that the low pH PF states of T7L are heterogeneous and exhibits differential structural, unfolding, thermal reversibility, and dynamic features. Unraveling the structure-stability characteristics of different endolysin conformations is essential for designing novel chimeric and engineered phage endolysins as broadband antimicrobial agents over a varied pH range. Copyright © 2018 Elsevier B.V. All rights reserved.
International Nuclear Information System (INIS)
Katsaounis, T D
2005-01-01
The scope of this book is to present well known simple and advanced numerical methods for solving partial differential equations (PDEs) and how to implement these methods using the programming environment of the software package Diffpack. A basic background in PDEs and numerical methods is required by the potential reader. Further, a basic knowledge of the finite element method and its implementation in one and two space dimensions is required. The authors claim that no prior knowledge of the package Diffpack is required, which is true, but the reader should be at least familiar with an object oriented programming language like C++ in order to better comprehend the programming environment of Diffpack. Certainly, a prior knowledge or usage of Diffpack would be a great advantage to the reader. The book consists of 15 chapters, each one written by one or more authors. Each chapter is basically divided into two parts: the first part is about mathematical models described by PDEs and numerical methods to solve these models and the second part describes how to implement the numerical methods using the programming environment of Diffpack. Each chapter closes with a list of references on its subject. The first nine chapters cover well known numerical methods for solving the basic types of PDEs. Further, programming techniques on the serial as well as on the parallel implementation of numerical methods are also included in these chapters. The last five chapters are dedicated to applications, modelled by PDEs, in a variety of fields. In summary, the book focuses on the computational and implementational issues involved in solving partial differential equations. The potential reader should have a basic knowledge of PDEs and the finite difference and finite element methods. The examples presented are solved within the programming framework of Diffpack and the reader should have prior experience with the particular software in order to take full advantage of the book. Overall
Vasta, M.; Di Paola, M.
In this paper an approximate explicit probability density function for the analysis of external oscillations of a linear and geometric nonlinear simply supported beam driven by random pulses is proposed. The adopted impulsive loading model is the Poisson White Noise , that is a process having Dirac's delta occurrences with random intensity distributed in time according to Poisson's law. The response probability density function can be obtained solving the related Kolmogorov-Feller (KF) integro-differential equation. An approximated solution, using path integral method, is derived transforming the KF equation to a first order partial differential equation. The method of characteristic is then applied to obtain an explicit solution. Different levels of approximation, depending on the physical assumption on the transition probability density function, are found and the solution for the response density is obtained as series expansion using convolution integrals.
An integro-partial differential equation for modeling biofluids flow in fractured biomaterials.
Sadegh Zadeh, Kouroush
2011-03-21
A novel mathematical model in the framework of a nonlinear integro-partial differential equation governing biofluids flow in fractured biomaterials is proposed, solved, verified, and evaluated. A semi-analytical solution is derived for the equation, verified by a mass-lumped Galerkin finite element method (FEM), and calibrated with two in vitro experimental datasets. The solution process uses separation of variables and results in explicit expression involving complete and incomplete beta functions. The proposed semi-analytical model shows reasonable agreements with the finite element simulator as well as with two in vitro experimental time series and can be successfully used to simulate biofluids (e.g. water, blood, oil, etc.) flow in natural and synthetic porous biomaterials. Copyright © 2010 Elsevier Ltd. All rights reserved.
Hall, Eric Joseph
2016-12-08
We derive computable error estimates for finite element approximations of linear elliptic partial differential equations with rough stochastic coefficients. In this setting, the exact solutions contain high frequency content that standard a posteriori error estimates fail to capture. We propose goal-oriented estimates, based on local error indicators, for the pathwise Galerkin and expected quadrature errors committed in standard, continuous, piecewise linear finite element approximations. Derived using easily validated assumptions, these novel estimates can be computed at a relatively low cost and have applications to subsurface flow problems in geophysics where the conductivities are assumed to have lognormal distributions with low regularity. Our theory is supported by numerical experiments on test problems in one and two dimensions.
Chaskalovic, Joël
2014-01-01
This self-tutorial offers a concise yet thorough introduction into the mathematical analysis of approximation methods for partial differential equation. A particular emphasis is put on finite element methods. The unique approach first summarizes and outlines the finite-element mathematics in general and then, in the second and major part, formulates problem examples that clearly demonstrate the techniques of functional analysis via numerous and diverse exercises. The solutions of the problems are given directly afterwards. Using this approach, the author motivates and encourages the reader to actively acquire the knowledge of finite- element methods instead of passively absorbing the material, as in most standard textbooks. This English edition is based on the Finite Element Methods for Engineering Sciences by Joel Chaskalovic
An ansatz for solving nonlinear partial differential equations in mathematical physics.
Akbar, M Ali; Ali, Norhashidah Hj Mohd
2016-01-01
In this article, we introduce an ansatz involving exact traveling wave solutions to nonlinear partial differential equations. To obtain wave solutions using direct method, the choice of an appropriate ansatz is of great importance. We apply this ansatz to examine new and further general traveling wave solutions to the (1+1)-dimensional modified Benjamin-Bona-Mahony equation. Abundant traveling wave solutions are derived including solitons, singular solitons, periodic solutions and general solitary wave solutions. The solutions emphasize the nobility of this ansatz in providing distinct solutions to various tangible phenomena in nonlinear science and engineering. The ansatz could be more efficient tool to deal with higher dimensional nonlinear evolution equations which frequently arise in many real world physical problems.
International Nuclear Information System (INIS)
Liu Hongzhun; Pan Zuliang; Li Peng
2006-01-01
In this article, we will derive an equality, where the Taylor series expansion around ε = 0 for any asymptotical analytical solution of the perturbed partial differential equation (PDE) with perturbing parameter ε must be admitted. By making use of the equality, we may obtain a transformation, which directly map the analytical solutions of a given unperturbed PDE to the asymptotical analytical solutions of the corresponding perturbed one. The notion of Lie-Baecklund symmetries is introduced in order to obtain more transformations. Hence, we can directly create more transformations in virtue of known Lie-Baecklund symmetries and recursion operators of corresponding unperturbed equation. The perturbed Burgers equation and the perturbed Korteweg-de Vries (KdV) equation are used as examples.
Smoothing and enhancement algorithms for underwater images based on partial differential equations
Nnolim, Uche A.
2017-03-01
The formulation and application of an algorithm based on partial differential equations for processing underwater images are presented. The proposed algorithm performs simultaneous smoothing and enhancement operations on the image and yields better contrast enhancement, color correction, and rendition compared to conventional algorithms. Further modification of the proposed algorithm and its combination with the powerful contrast-limited adaptive histogram equalization (CLAHE) method using an adaptive computation of the clip limit enhances the local enhancement results while mitigating the color distortion and intrinsic noise enhancement observed in the CLAHE algorithm. Ultimately, an optimized version of the algorithm based on image information metric is developed for best possible results for all images. The method is compared with existing algorithms from the literature using subjective and objective measures, and results indicate considerable improvement over several well-known algorithms.
Directory of Open Access Journals (Sweden)
Ji Juan-Juan
2017-01-01
Full Text Available A table lookup method for solving nonlinear fractional partial differential equations (fPDEs is proposed in this paper. Looking up the corresponding tables, we can quickly obtain the exact analytical solutions of fPDEs by using this method. To illustrate the validity of the method, we apply it to construct the exact analytical solutions of four nonlinear fPDEs, namely, the time fractional simplified MCH equation, the space-time fractional combined KdV-mKdV equation, the (2+1-dimensional time fractional Zoomeron equation, and the space-time fractional ZKBBM equation. As a result, many new types of exact analytical solutions are obtained including triangular periodic solution, hyperbolic function solution, singular solution, multiple solitary wave solution, and Jacobi elliptic function solution.
Harmonic analysis, partial differential equations and applications in honor of Richard L. Wheeden
Franchi, Bruno; Lu, Guozhen; Perez, Carlos; Sawyer, Eric
2017-01-01
This is a collection of contributed papers by many eminent Harmonic Analysts and specialists of Partial Differential equations. The papers focus on weighted norm equalities for singular integrals, focusing wave equations, degenerate elliptic equations, Navier-Stokes flow in two dimensions and Poincare-Sobolev inequalities in the setting of metric spaces equipped with measures among others. Many topics considered in this volume stem from the interests of Richard L. Wheeden whose contributions to Potential Theory, singular integral theory and degenerate elliptic PDE theory this volume honors. Luis Caffarelli, Sagun Chanillo, Bruno Franchi, Cristian Guttierez, Xiaojun Huang, Carlos Kenig, Ermanno Lanconelli, Eric Sawyer and Alexander Volberg, are some of the many contributors to this volume. .
Otway, Thomas H
2015-01-01
This text is a concise introduction to the partial differential equations which change from elliptic to hyperbolic type across a smooth hypersurface of their domain. These are becoming increasingly important in diverse sub-fields of both applied mathematics and engineering, for example: • The heating of fusion plasmas by electromagnetic waves • The behaviour of light near a caustic • Extremal surfaces in the space of special relativity • The formation of rapids; transonic and multiphase fluid flow • The dynamics of certain models for elastic structures • The shape of industrial surfaces such as windshields and airfoils • Pathologies of traffic flow • Harmonic fields in extended projective space They also arise in models for the early universe, for cosmic acceleration, and for possible violation of causality in the interiors of certain compact stars. Within the past 25 years, they have become central to the isometric embedding of Riemannian manifolds and the prescription of Gauss curvatur...
Energy Technology Data Exchange (ETDEWEB)
Tipireddy, R.; Stinis, P.; Tartakovsky, A. M.
2017-12-01
We present a novel approach for solving steady-state stochastic partial differential equations (PDEs) with high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each subdomain. The basis adaptation is used to address the curse of dimensionality by constructing an accurate low-dimensional representation of the stochastic PDE solution (probability density function and/or its leading statistical moments) in each subdomain. Restricting the basis adaptation to a specific subdomain affords finding a locally accurate solution. Then, the solutions from all of the subdomains are stitched together to provide a global solution. We support our construction with numerical experiments for a steady-state diffusion equation with a random spatially dependent coefficient. Our results show that highly accurate global solutions can be obtained with significantly reduced computational costs.
Tipireddy, R.; Stinis, P.; Tartakovsky, A. M.
2017-12-01
We present a novel approach for solving steady-state stochastic partial differential equations in high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each subdomain. The basis adaptation is used to address the curse of dimensionality by constructing an accurate low-dimensional representation of the stochastic PDE solution (probability density function and/or its leading statistical moments) in each subdomain. Restricting the basis adaptation to a specific subdomain affords finding a locally accurate solution. Then, the solutions from all of the subdomains are stitched together to provide a global solution. We support our construction with numerical experiments for a steady-state diffusion equation with a random spatially dependent coefficient. Our results show that accurate global solutions can be obtained with significantly reduced computational costs.
Partial differential equations for self-organization in cellular and developmental biology
International Nuclear Information System (INIS)
Baker, R E; Gaffney, E A; Maini, P K
2008-01-01
Understanding the mechanisms governing and regulating the emergence of structure and heterogeneity within cellular systems, such as the developing embryo, represents a multiscale challenge typifying current integrative biology research, namely, explaining the macroscale behaviour of a system from microscale dynamics. This review will focus upon modelling how cell-based dynamics orchestrate the emergence of higher level structure. After surveying representative biological examples and the models used to describe them, we will assess how developments at the scale of molecular biology have impacted on current theoretical frameworks, and the new modelling opportunities that are emerging as a result. We shall restrict our survey of mathematical approaches to partial differential equations and the tools required for their analysis. We will discuss the gap between the modelling abstraction and biological reality, the challenges this presents and highlight some open problems in the field. (invited article)
ICCG2, 2-D Partial Differential Equations Linear Symmetric Matrix Solver
International Nuclear Information System (INIS)
Anderson, D.V.
2001-01-01
Description of program or function: ICCG2 (Incomplete Cholesky factorized Conjugate Gradient algorithm for 2-D symmetric problems) was developed to solve a linear symmetric matrix system arising from a 9-point discretization of two-dimensional elliptic and parabolic partial differential equations found in plasma physics applications, such as resistive MHD, spatial diffusive transport, and phase space transport (Fokker-Planck equation) problems. These problems share the common feature of being stiff and requiring implicit solution techniques. When these parabolic or elliptic PDE's are discretized with finite-difference or finite-element methods, the resulting matrix system is frequently of block-tridiagonal form. To use ICCG2, the discretization of the two-dimensional partial differential equation and its boundary conditions must result in a block- tridiagonal super-matrix composed of elementary tridiagonal matrices. The incomplete Cholesky conjugate gradient algorithm is used to solve the linear symmetric matrix equation. Loops are arranged to vectorize on the Cray1 with the CFT compiler, wherever possible. Recursive loops, which cannot be vectorized, are written for optimum scalar speed. For matrices lacking symmetry, ILUCG2 should be used. Similar methods in three dimensions are available in ICCG3 and ILUCG3. A general source containing extensions and macros, which must be processed by a pre-compiler to obtain the standard FORTRAN source, is provided along with the standard FORTRAN source because it is believed to be more readable. The pre-compiler is not included, but pre-compilation may be performed by a text editor as described in the UCRL-88746 Preprint
A Differential Evolution Based MPPT Method for Photovoltaic Modules under Partial Shading Conditions
Directory of Open Access Journals (Sweden)
Kok Soon Tey
2014-01-01
Full Text Available Partially shaded photovoltaic (PV modules have multiple peaks in the power-voltage (P-V characteristic curve and conventional maximum power point tracking (MPPT algorithm, such as perturbation and observation (P&O, which is unable to track the global maximum power point (GMPP accurately due to its localized search space. Therefore, this paper proposes a differential evolution (DE based optimization algorithm to provide the globalized search space to track the GMPP. The direction of mutation in the DE algorithm is modified to ensure that the mutation always converges to the best solution among all the particles in the generation. This helps to provide the rapid convergence of the algorithm. Simulation of the proposed PV system is carried out in PSIM and the results are compared to P&O algorithm. In the hardware implementation, a high step-up DC-DC converter is employed to verify the proposed algorithm experimentally on partial shading conditions, load variation, and solar intensity variation. The experimental results show that the proposed algorithm is able to converge to the GMPP within 1.2 seconds with higher efficiency than P&O.
An Odor Interaction Model of Binary Odorant Mixtures by a Partial Differential Equation Method
Directory of Open Access Journals (Sweden)
Luchun Yan
2014-07-01
Full Text Available A novel odor interaction model was proposed for binary mixtures of benzene and substituted benzenes by a partial differential equation (PDE method. Based on the measurement method (tangent-intercept method of partial molar volume, original parameters of corresponding formulas were reasonably displaced by perceptual measures. By these substitutions, it was possible to relate a mixture’s odor intensity to the individual odorant’s relative odor activity value (OAV. Several binary mixtures of benzene and substituted benzenes were respectively tested to establish the PDE models. The obtained results showed that the PDE model provided an easily interpretable method relating individual components to their joint odor intensity. Besides, both predictive performance and feasibility of the PDE model were proved well through a series of odor intensity matching tests. If combining the PDE model with portable gas detectors or on-line monitoring systems, olfactory evaluation of odor intensity will be achieved by instruments instead of odor assessors. Many disadvantages (e.g., expense on a fixed number of odor assessors also will be successfully avoided. Thus, the PDE model is predicted to be helpful to the monitoring and management of odor pollutions.
An odor interaction model of binary odorant mixtures by a partial differential equation method.
Yan, Luchun; Liu, Jiemin; Wang, Guihua; Wu, Chuandong
2014-07-09
A novel odor interaction model was proposed for binary mixtures of benzene and substituted benzenes by a partial differential equation (PDE) method. Based on the measurement method (tangent-intercept method) of partial molar volume, original parameters of corresponding formulas were reasonably displaced by perceptual measures. By these substitutions, it was possible to relate a mixture's odor intensity to the individual odorant's relative odor activity value (OAV). Several binary mixtures of benzene and substituted benzenes were respectively tested to establish the PDE models. The obtained results showed that the PDE model provided an easily interpretable method relating individual components to their joint odor intensity. Besides, both predictive performance and feasibility of the PDE model were proved well through a series of odor intensity matching tests. If combining the PDE model with portable gas detectors or on-line monitoring systems, olfactory evaluation of odor intensity will be achieved by instruments instead of odor assessors. Many disadvantages (e.g., expense on a fixed number of odor assessors) also will be successfully avoided. Thus, the PDE model is predicted to be helpful to the monitoring and management of odor pollutions.
Guo, Ruihan; Xia, Yinhua; Xu, Yan
2017-06-01
The goal of this paper is to develop a novel semi-implicit spectral deferred correction (SDC) time marching method. The method can be used in a large class of problems, especially for highly nonlinear ordinary differential equations (ODEs) without easily separating of stiff and non-stiff components, which is more general and efficient comparing with traditional semi-implicit SDC methods. The proposed semi-implicit SDC method is based on low order time integration methods and corrected iteratively. The order of accuracy is increased for each additional iteration. And we also explore its local truncation error analytically. This SDC method is intended to be combined with the method of lines, which provides a flexible framework to develop high order semi-implicit time marching methods for nonlinear partial differential equations (PDEs). In this paper we mainly focus on the applications of the nonlinear PDEs with higher order spatial derivatives, e.g. convection diffusion equation, the surface diffusion and Willmore flow of graphs, the Cahn-Hilliard equation, the Cahn-Hilliard-Brinkman system and the phase field crystal equation. Coupled with the local discontinuous Galerkin (LDG) spatial discretization, the fully discrete schemes are all high order accurate in both space and time, and stable numerically with the time step proportional to the spatial mesh size. Numerical experiments are carried out to illustrate the accuracy and capability of the proposed semi-implicit SDC method.
Estimation of a Non-homogeneous Poisson Model: An Empirical ...
African Journals Online (AJOL)
This article aims at applying the Nonhomogeneous Poisson process to trends of economic development. For this purpose, a modified Nonhomogeneous Poisson process is derived when the intensity rate is considered as a solution of stochastic differential equation which satisfies the geometric Brownian motion. The mean ...
XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations
Dennis, Graham R.; Hope, Joseph J.; Johnsson, Mattias T.
2013-01-01
XMDS2 is a cross-platform, GPL-licensed, open source package for numerically integrating initial value problems that range from a single ordinary differential equation up to systems of coupled stochastic partial differential equations. The equations are described in a high-level XML-based script, and the package generates low-level optionally parallelised C++ code for the efficient solution of those equations. It combines the advantages of high-level simulations, namely fast and low-error development, with the speed, portability and scalability of hand-written code. XMDS2 is a complete redesign of the XMDS package, and features support for a much wider problem space while also producing faster code. Program summaryProgram title: XMDS2 Catalogue identifier: AENK_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AENK_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License, version 2 No. of lines in distributed program, including test data, etc.: 872490 No. of bytes in distributed program, including test data, etc.: 45522370 Distribution format: tar.gz Programming language: Python and C++. Computer: Any computer with a Unix-like system, a C++ compiler and Python. Operating system: Any Unix-like system; developed under Mac OS X and GNU/Linux. RAM: Problem dependent (roughly 50 bytes per grid point) Classification: 4.3, 6.5. External routines: The external libraries required are problem-dependent. Uses FFTW3 Fourier transforms (used only for FFT-based spectral methods), dSFMT random number generation (used only for stochastic problems), MPI message-passing interface (used only for distributed problems), HDF5, GNU Scientific Library (used only for Bessel-based spectral methods) and a BLAS implementation (used only for non-FFT-based spectral methods). Nature of problem: General coupled initial-value stochastic partial differential equations. Solution method: Spectral method
Directory of Open Access Journals (Sweden)
Jose Ernie C. Lope
2013-12-01
Full Text Available In their 2012 work, Lope, Roque, and Tahara considered singular nonlinear partial differential equations of the form tut = F(t; x; u; ux, where the function F is assumed to be continuous in t and holomorphic in the other variables. They have shown that under some growth conditions on the coefficients of the partial Taylor expansion of F as t 0, the equation has a unique solution u(t; x with the same growth order as that of F(t; x; 0; 0. Koike considered systems of partial differential equations using the Banach fixed point theorem and the iterative method of Nishida and Nirenberg. In this paper, we prove the result obtained by Lope and others using the method of Koike, thereby avoiding the repetitive step of differentiating a recursive equation with respect to x as was done by the aforementioned authors.
Eliazar, Iddo; Klafter, Joseph
2008-05-01
Many random populations can be modeled as a countable set of points scattered randomly on the positive half-line. The points may represent magnitudes of earthquakes and tornados, masses of stars, market values of public companies, etc. In this article we explore a specific class of random such populations we coin ` Paretian Poisson processes'. This class is elemental in statistical physics—connecting together, in a deep and fundamental way, diverse issues including: the Poisson distribution of the Law of Small Numbers; Paretian tail statistics; the Fréchet distribution of Extreme Value Theory; the one-sided Lévy distribution of the Central Limit Theorem; scale-invariance, renormalization and fractality; resilience to random perturbations.
High order Poisson Solver for unbounded flows
DEFF Research Database (Denmark)
Hejlesen, Mads Mølholm; Rasmussen, Johannes Tophøj; Chatelain, Philippe
2015-01-01
This paper presents a high order method for solving the unbounded Poisson equation on a regular mesh using a Green’s function solution. The high order convergence was achieved by formulating mollified integration kernels, that were derived from a filter regularisation of the solution field...... the equations of fluid mechanics as an example, but can be used in many physical problems to solve the Poisson equation on a rectangular unbounded domain. For the two-dimensional case we propose an infinitely smooth test function which allows for arbitrary high order convergence. Using Gaussian smoothing....... The method was implemented on a rectangular domain using fast Fourier transforms (FFT) to increase computational efficiency. The Poisson solver was extended to directly solve the derivatives of the solution. This is achieved either by including the differential operator in the integration kernel...
International Nuclear Information System (INIS)
Dyck, Pieter van; Gielen, Jan L.; Parizel, Paul M.; Vanhoenacker, Filip M.; Dossche, Lieven; Gestel, Jozef van; Wouters, Kristien
2011-01-01
To determine the ability of 3.0T magnetic resonance (MR) imaging to identify partial tears of the anterior cruciate ligament (ACL) and to allow distinction of complete from partial ACL tears. One hundred seventy-two patients were prospectively studied by 3.0T MR imaging and arthroscopy in our institution. MR images were interpreted in consensus by two experienced reviewers, and the ACL was diagnosed as being normal, partially torn, or completely torn. Diagnostic accuracy of 3.0T MR for the detection of both complete and partial tears of the ACL was calculated using arthroscopy as the standard of reference. There were 132 patients with an intact ACL, 17 had a partial, and 23 had a complete tear of the ACL seen at arthroscopy. Sensitivity, specificity, and accuracy of 3.0T MR for complete ACL tears were 83, 99, and 97%, respectively, and, for partial ACL tears, 77, 97, and 95%, respectively. Five of 40 ACL lesions (13%) could not correctly be identified as complete or partial ACL tears. MR imaging at 3.0T represents a highly accurate method for identifying tears of the ACL. However, differentiation between complete and partial ACL tears and identification of partial tears of this ligament remains difficult, even at 3.0T. (orig.)
Energy Technology Data Exchange (ETDEWEB)
Dyck, Pieter van; Gielen, Jan L.; Parizel, Paul M. [University Hospital Antwerp and University of Antwerp, Department of Radiology, Antwerp (Edegem) (Belgium); Vanhoenacker, Filip M. [University Hospital Antwerp and University of Antwerp, Department of Radiology, Antwerp (Edegem) (Belgium); AZ St-Maarten Duffel/Mechelen, Department of Radiology, Duffel (Belgium); Dossche, Lieven; Gestel, Jozef van [University Hospital Antwerp and University of Antwerp, Department of Orthopedics, Antwerp (Edegem) (Belgium); Wouters, Kristien [University Hospital Antwerp and University of Antwerp, Department of Scientific Coordination and Biostatistics, Antwerp (Edegem) (Belgium)
2011-06-15
To determine the ability of 3.0T magnetic resonance (MR) imaging to identify partial tears of the anterior cruciate ligament (ACL) and to allow distinction of complete from partial ACL tears. One hundred seventy-two patients were prospectively studied by 3.0T MR imaging and arthroscopy in our institution. MR images were interpreted in consensus by two experienced reviewers, and the ACL was diagnosed as being normal, partially torn, or completely torn. Diagnostic accuracy of 3.0T MR for the detection of both complete and partial tears of the ACL was calculated using arthroscopy as the standard of reference. There were 132 patients with an intact ACL, 17 had a partial, and 23 had a complete tear of the ACL seen at arthroscopy. Sensitivity, specificity, and accuracy of 3.0T MR for complete ACL tears were 83, 99, and 97%, respectively, and, for partial ACL tears, 77, 97, and 95%, respectively. Five of 40 ACL lesions (13%) could not correctly be identified as complete or partial ACL tears. MR imaging at 3.0T represents a highly accurate method for identifying tears of the ACL. However, differentiation between complete and partial ACL tears and identification of partial tears of this ligament remains difficult, even at 3.0T. (orig.)
Filling the Polar Data Gap in Sea Ice Concentration Fields Using Partial Differential Equations
Directory of Open Access Journals (Sweden)
Courtenay Strong
2016-05-01
Full Text Available The “polar data gap” is a region around the North Pole where satellite orbit inclination and instrument swath for SMMR and SSM/I-SSMIS satellites preclude retrieval of sea ice concentrations. Data providers make the irregularly shaped data gap round by centering a circular “pole hole mask” over the North Pole. The area within the pole hole mask has conventionally been assumed to be ice-covered for the purpose of sea ice extent calculations, but recent conditions around the perimeter of the mask indicate that this assumption may already be invalid. Here we propose an objective, partial differential equation based model for estimating sea ice concentrations within the area of the pole hole mask. In particular, the sea ice concentration field is assumed to satisfy Laplace’s equation with boundary conditions determined by observed sea ice concentrations on the perimeter of the gap region. This type of idealization in the concentration field has already proved to be quite useful in establishing an objective method for measuring the “width” of the marginal ice zone—a highly irregular, annular-shaped region of the ice pack that interacts with the ocean, and typically surrounds the inner core of most densely packed sea ice. Realistic spatial heterogeneity in the idealized concentration field is achieved by adding a spatially autocorrelated stochastic field with temporally varying standard deviation derived from the variability of observations around the mask. To test the model, we examined composite annual cycles of observation-model agreement for three circular regions adjacent to the pole hole mask. The composite annual cycle of observation-model correlation ranged from approximately 0.6 to 0.7, and sea ice concentration mean absolute deviations were of order 10 − 2 or smaller. The model thus provides a computationally simple approach to solving the increasingly important problem of how to fill the polar data gap. Moreover, this
International Nuclear Information System (INIS)
Gelinas, R.J.; Doss, S.K.; Miller, K.
1981-01-01
The moving finite element (MFE) method has been reduced to practice in the automatic solution program DYLA for general systems of transient partial differential equations (PDEs) in 1-D. Several test examples are presented which illustrate the unique node movement and systematic control features which are intrinsic in the MFE method. Computational dilemmas of numerical diffusion, Gibbs overshooting and undershooting, zone tangling, and grid remap (or re-connection) aliasing, which occur frequently in conventional PDE methods, are essentially eliminated in the MFE mehtod. Arbitrarily large gradients (or shocks) can be solved with extremely high resolution and accuracy for non-coincident, or even counterdirected, propagating wavefronts. Boundary layers of arbitrarily small dimensions are solved with high accuracy simultaneously with the large-scale structures in reactive and non-reactive fluid calculations. The MFE method requires a small fraction of the grid nodes which are used in conventional PDE solution methods because the nodes migrate continuously and systematically to those positions where they are most needed in order to yield accurate PDE solutions on entire problem domains. Courant--Friedrichs--Lewy time-step limits are exceeded by wide margins (by factors of two to several thousand). Finally, the extension of the MFE method to 2-D is briefly discussed
King, Nathan D.; Ruuth, Steven J.
2017-05-01
Maps from a source manifold M to a target manifold N appear in liquid crystals, color image enhancement, texture mapping, brain mapping, and many other areas. A numerical framework to solve variational problems and partial differential equations (PDEs) that map between manifolds is introduced within this paper. Our approach, the closest point method for manifold mapping, reduces the problem of solving a constrained PDE between manifolds M and N to the simpler problems of solving a PDE on M and projecting to the closest points on N. In our approach, an embedding PDE is formulated in the embedding space using closest point representations of M and N. This enables the use of standard Cartesian numerics for general manifolds that are open or closed, with or without orientation, and of any codimension. An algorithm is presented for the important example of harmonic maps and generalized to a broader class of PDEs, which includes p-harmonic maps. Improved efficiency and robustness are observed in convergence studies relative to the level set embedding methods. Harmonic and p-harmonic maps are computed for a variety of numerical examples. In these examples, we denoise texture maps, diffuse random maps between general manifolds, and enhance color images.
Niang, Oumar; Thioune, Abdoulaye; El Gueirea, Mouhamed Cheikh; Deléchelle, Eric; Lemoine, Jacques
2012-09-01
The major problem with the empirical mode decomposition (EMD) algorithm is its lack of a theoretical framework. So, it is difficult to characterize and evaluate this approach. In this paper, we propose, in the 2-D case, the use of an alternative implementation to the algorithmic definition of the so-called "sifting process" used in the original Huang's EMD method. This approach, especially based on partial differential equations (PDEs), was presented by Niang in previous works, in 2005 and 2007, and relies on a nonlinear diffusion-based filtering process to solve the mean envelope estimation problem. In the 1-D case, the efficiency of the PDE-based method, compared to the original EMD algorithmic version, was also illustrated in a recent paper. Recently, several 2-D extensions of the EMD method have been proposed. Despite some effort, 2-D versions for EMD appear poorly performing and are very time consuming. So in this paper, an extension to the 2-D space of the PDE-based approach is extensively described. This approach has been applied in cases of both signal and image decomposition. The obtained results confirm the usefulness of the new PDE-based sifting process for the decomposition of various kinds of data. Some results have been provided in the case of image decomposition. The effectiveness of the approach encourages its use in a number of signal and image applications such as denoising, detrending, or texture analysis.
High-order asynchrony-tolerant finite difference schemes for partial differential equations
Aditya, Konduri; Donzis, Diego A.
2017-12-01
Synchronizations of processing elements (PEs) in massively parallel simulations, which arise due to communication or load imbalances between PEs, significantly affect the scalability of scientific applications. We have recently proposed a method based on finite-difference schemes to solve partial differential equations in an asynchronous fashion - synchronization between PEs is relaxed at a mathematical level. While standard schemes can maintain their stability in the presence of asynchrony, their accuracy is drastically affected. In this work, we present a general methodology to derive asynchrony-tolerant (AT) finite difference schemes of arbitrary order of accuracy, which can maintain their accuracy when synchronizations are relaxed. We show that there are several choices available in selecting a stencil to derive these schemes and discuss their effect on numerical and computational performance. We provide a simple classification of schemes based on the stencil and derive schemes that are representative of different classes. Their numerical error is rigorously analyzed within a statistical framework to obtain the overall accuracy of the solution. Results from numerical experiments are used to validate the performance of the schemes.
A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
Babuška, Ivo
2010-01-01
This work proposes and analyzes a stochastic collocation method for solving elliptic partial differential equations with random coefficients and forcing terms. These input data are assumed to depend on a finite number of random variables. The method consists of a Galerkin approximation in space and a collocation in the zeros of suitable tensor product orthogonal polynomials (Gauss points) in the probability space, and naturally leads to the solution of uncoupled deterministic problems as in the Monte Carlo approach. It treats easily a wide range of situations, such as input data that depend nonlinearly on the random variables, diffusivity coefficients with unbounded second moments, and random variables that are correlated or even unbounded. We provide a rigorous convergence analysis and demonstrate exponential convergence of the “probability error” with respect to the number of Gauss points in each direction of the probability space, under some regularity assumptions on the random input data. Numerical examples show the effectiveness of the method. Finally, we include a section with developments posterior to the original publication of this work. There we review sparse grid stochastic collocation methods, which are effective collocation strategies for problems that depend on a moderately large number of random variables.
Directory of Open Access Journals (Sweden)
Yunjiao Bai
2015-01-01
Full Text Available The traditional fourth-order nonlinear diffusion denoising model suffers the isolated speckles and the loss of fine details in the processed image. For this reason, a new fourth-order partial differential equation based on the patch similarity modulus and the difference curvature is proposed for image denoising. First, based on the intensity similarity of neighbor pixels, this paper presents a new edge indicator called patch similarity modulus, which is strongly robust to noise. Furthermore, the difference curvature which can effectively distinguish between edges and noise is incorporated into the denoising algorithm to determine the diffusion process by adaptively adjusting the size of the diffusion coefficient. The experimental results show that the proposed algorithm can not only preserve edges and texture details, but also avoid isolated speckles and staircase effect while filtering out noise. And the proposed algorithm has a better performance for the images with abundant details. Additionally, the subjective visual quality and objective evaluation index of the denoised image obtained by the proposed algorithm are higher than the ones from the related methods.
Kudryavtsev, S. N.
1996-04-01
We established the weak asymptotic decrease of the corresponding value in the problem of best approximation in the class of functions for which the moduli of continuity of the leading derivatives of a partial differential operator are majorized by prescribed bounded operators from one space with an integral norm to another.
International Nuclear Information System (INIS)
Diaz Sanchidrian, C.
1989-01-01
The present paper applies dimensional analysis with spatial discrimination to transform the differential equations in partial derivatives developed in the theory of heat transmission into ordinary ones. The effectivity of the method is comparable to that methods based in transformations of uni or multiparametric groups, with the advantage of being more direct and simple. (Author)
International Nuclear Information System (INIS)
Rajagopalan, S.; Jethra, A.; Khare, A.N.; Ghodgaonkar, M.D.; Srivenkateshan, R.; Menon, S.V.G.
1990-01-01
Issues relating to implementing iterative procedures, for numerical solution of elliptic partial differential equations, on a distributed parallel computing system are discussed. Preliminary investigations show that a speed-up of about 3.85 is achievable on a four transputer pipeline network. (author). 2 figs., 3 a ppendixes., 7 refs
Bove, Antonio; Murthy, MK Venkatesha
2009-01-01
This collection of original articles and surveys addresses the recent advances in linear and nonlinear aspects of the theory of partial differential equations. The key topics include operators as "sums of squares" of real and complex vector fields, nonlinear evolution equations, local solvability, and hyperbolic questions.
Directory of Open Access Journals (Sweden)
Tomasz Człapiński
2014-01-01
Full Text Available We consider the Darboux problem for the hyperbolic partial functional differential equation with infinite delay. We deal with generalized (in the "almost everywhere" sense solutions of this problem. We prove a theorem on the global convergence of successive approximations to a unique solution of the Darboux problem.
Directory of Open Access Journals (Sweden)
Yi-Fei Pu
2013-01-01
Full Text Available The traditional integer-order partial differential equation-based image denoising approaches often blur the edge and complex texture detail; thus, their denoising effects for texture image are not very good. To solve the problem, a fractional partial differential equation-based denoising model for texture image is proposed, which applies a novel mathematical method—fractional calculus to image processing from the view of system evolution. We know from previous studies that fractional-order calculus has some unique properties comparing to integer-order differential calculus that it can nonlinearly enhance complex texture detail during the digital image processing. The goal of the proposed model is to overcome the problems mentioned above by using the properties of fractional differential calculus. It extended traditional integer-order equation to a fractional order and proposed the fractional Green’s formula and the fractional Euler-Lagrange formula for two-dimensional image processing, and then a fractional partial differential equation based denoising model was proposed. The experimental results prove that the abilities of the proposed denoising model to preserve the high-frequency edge and complex texture information are obviously superior to those of traditional integral based algorithms, especially for texture detail rich images.
The Poisson aggregation process
International Nuclear Information System (INIS)
Eliazar, Iddo
2016-01-01
In this paper we introduce and analyze the Poisson Aggregation Process (PAP): a stochastic model in which a random collection of random balls is stacked over a general metric space. The scattering of the balls’ centers follows a general Poisson process over the metric space, and the balls’ radii are independent and identically distributed random variables governed by a general distribution. For each point of the metric space, the PAP counts the number of balls that are stacked over it. The PAP model is a highly versatile spatial counterpart of the temporal M/G/∞ model in queueing theory. The surface of the moon, scarred by circular meteor-impact craters, exemplifies the PAP model in two dimensions: the PAP counts the number of meteor-impacts that any given moon-surface point sustained. A comprehensive analysis of the PAP is presented, and the closed-form results established include: general statistics, stationary statistics, short-range and long-range dependencies, a Central Limit Theorem, an Extreme Limit Theorem, and fractality.
Linear odd Poisson bracket on Grassmann variables
International Nuclear Information System (INIS)
Soroka, V.A.
1999-01-01
A linear odd Poisson bracket (antibracket) realized solely in terms of Grassmann variables is suggested. It is revealed that the bracket, which corresponds to a semi-simple Lie group, has at once three Grassmann-odd nilpotent Δ-like differential operators of the first, the second and the third orders with respect to Grassmann derivatives, in contrast with the canonical odd Poisson bracket having the only Grassmann-odd nilpotent differential Δ-operator of the second order. It is shown that these Δ-like operators together with a Grassmann-odd nilpotent Casimir function of this bracket form a finite-dimensional Lie superalgebra. (Copyright (c) 1999 Elsevier Science B.V., Amsterdam. All rights reserved.)
International Nuclear Information System (INIS)
Kupka, F.
1997-11-01
This thesis deals with the extension of sparse grid techniques to spectral methods for the solution of partial differential equations with periodic boundary conditions. A review on boundary and initial-boundary value problems and a discussion on numerical resolution is used to motivate this research. Spectral methods are introduced by projection techniques, and by three model problems: the stationary and the transient Helmholtz equations, and the linear advection equation. The approximation theory on the hyperbolic cross is reviewed and its close relation to sparse grids is demonstrated. This approach extends to non-periodic problems. Various Sobolev spaces with dominant mixed derivative are introduced to provide error estimates for Fourier approximation and interpolation on the hyperbolic cross and on sparse grids by means of Sobolev norms. The theorems are immediately applicable to the stability and convergence analysis of sparse grid spectral methods. This is explicitly demonstrated for the three model problems. A variant of the von Neumann condition is introduced to simplify the stability analysis of the time-dependent model problems. The discrete Fourier transformation on sparse grids is discussed together with its software implementation. Results on numerical experiments are used to illustrate the performance of the new method with respect to the smoothness properties of each example. The potential of the method in mathematical modelling is estimated and generalizations to other sparse grid methods are suggested. The appendix includes a complete Fortran90 program to solve the linear advection equation by the sparse grid Fourier collocation method and a third-order Runge-Kutta routine for integration in time. (author)
Konduri, Aditya
Many natural and engineering systems are governed by nonlinear partial differential equations (PDEs) which result in a multiscale phenomena, e.g. turbulent flows. Numerical simulations of these problems are computationally very expensive and demand for extreme levels of parallelism. At realistic conditions, simulations are being carried out on massively parallel computers with hundreds of thousands of processing elements (PEs). It has been observed that communication between PEs as well as their synchronization at these extreme scales take up a significant portion of the total simulation time and result in poor scalability of codes. This issue is likely to pose a bottleneck in scalability of codes on future Exascale systems. In this work, we propose an asynchronous computing algorithm based on widely used finite difference methods to solve PDEs in which synchronization between PEs due to communication is relaxed at a mathematical level. We show that while stability is conserved when schemes are used asynchronously, accuracy is greatly degraded. Since message arrivals at PEs are random processes, so is the behavior of the error. We propose a new statistical framework in which we show that average errors drop always to first-order regardless of the original scheme. We propose new asynchrony-tolerant schemes that maintain accuracy when synchronization is relaxed. The quality of the solution is shown to depend, not only on the physical phenomena and numerical schemes, but also on the characteristics of the computing machine. A novel algorithm using remote memory access communications has been developed to demonstrate excellent scalability of the method for large-scale computing. Finally, we present a path to extend this method in solving complex multi-scale problems on Exascale machines.
Degenerate odd Poisson bracket on Grassmann variables
International Nuclear Information System (INIS)
Soroka, V.A.
2000-01-01
A linear degenerate odd Poisson bracket (antibracket) realized solely on Grassmann variables is proposed. It is revealed that this bracket has at once three Grassmann-odd nilpotent Δ-like differential operators of the first, second and third orders with respect to the Grassmann derivatives. It is shown that these Δ-like operators, together with the Grassmann-odd nilpotent Casimir function of this bracket, form a finite-dimensional Lie superalgebra
Chavez, Gustavo Ivan
2017-07-10
This dissertation introduces a novel fast direct solver and preconditioner for the solution of block tridiagonal linear systems that arise from the discretization of elliptic partial differential equations on a Cartesian product mesh, such as the variable-coefficient Poisson equation, the convection-diffusion equation, and the wave Helmholtz equation in heterogeneous media. The algorithm extends the traditional cyclic reduction method with hierarchical matrix techniques. The resulting method exposes substantial concurrency, and its arithmetic operations and memory consumption grow only log-linearly with problem size, assuming bounded rank of off-diagonal matrix blocks, even for problems with arbitrary coefficient structure. The method can be used as a standalone direct solver with tunable accuracy, or as a black-box preconditioner in conjunction with Krylov methods. The challenges that distinguish this work from other thrusts in this active field are the hybrid distributed-shared parallelism that can demonstrate the algorithm at large-scale, full three-dimensionality, and the three stressors of the current state-of-the-art multigrid technology: high wavenumber Helmholtz (indefiniteness), high Reynolds convection (nonsymmetry), and high contrast diffusion (inhomogeneity). Numerical experiments corroborate the robustness, accuracy, and complexity claims and provide a baseline of the performance and memory footprint by comparisons with competing approaches such as the multigrid solver hypre, and the STRUMPACK implementation of the multifrontal factorization with hierarchically semi-separable matrices. The companion implementation can utilize many thousands of cores of Shaheen, KAUST\\'s Haswell-based Cray XC-40 supercomputer, and compares favorably with other implementations of hierarchical solvers in terms of time-to-solution and memory consumption.
Lu, Weiying; Jiang, Qianqian; Shi, Haiming; Niu, Yuge; Gao, Boyan; Yu, Liangli Lucy
2014-09-17
Lycium barbarum L. fruits (Chinese wolfberries) were differentiated for their cultivation locations and the cultivars by ultraperformance liquid chromatography coupled with mass spectrometry (UPLC-MS) and flow injection mass spectrometric (FIMS) fingerprinting techniques combined with chemometrics analyses. The partial least-squares-discriminant analysis (PLS-DA) was applied to the data projection and supervised learning with validation. The samples formed clusters in the projected data. The prediction accuracies by PLS-DA with bootstrapped Latin partition validation were greater than 90% for all models. The chemical profiles of Chinese wolfberries were also obtained. The differentiation techniques might be utilized for Chinese wolfberry authentication.
Directory of Open Access Journals (Sweden)
Shaheed N. Huseen
2013-01-01
Full Text Available A modified q-homotopy analysis method (mq-HAM was proposed for solving nth-order nonlinear differential equations. This method improves the convergence of the series solution in the nHAM which was proposed in (see Hassan and El-Tawil 2011, 2012. The proposed method provides an approximate solution by rewriting the nth-order nonlinear differential equation in the form of n first-order differential equations. The solution of these n differential equations is obtained as a power series solution. This scheme is tested on two nonlinear exactly solvable differential equations. The results demonstrate the reliability and efficiency of the algorithm developed.
Pettersson, Mass Per; Nordström, Jan
2015-01-01
This monograph presents computational techniques and numerical analysis to study conservation laws under uncertainty using the stochastic Galerkin formulation. With the continual growth of computer power, these methods are becoming increasingly popular as an alternative to more classical sampling-based techniques. The approach described in the text takes advantage of stochastic Galerkin projections applied to the original conservation laws to produce a large system of modified partial differential equations, the solutions to which directly provide a full statistical characterization of the effect of uncertainties. Polynomial Chaos Methods of Hyperbolic Partial Differential Equations focuses on the analysis of stochastic Galerkin systems obtained for linear and non-linear convection-diffusion equations and for a systems of conservation laws; a detailed well-posedness and accuracy analysis is presented to enable the design of robust and stable numerical methods. The exposition is restricted to one spatial dime...
Liu, Chengshi
2010-08-01
We give an equivalent construction of the infinitesimal time translation operator for partial differential evolution equation in the algebraic dynamics algorithm proposed by Shun-Jin Wang and his students. Our construction involves only simple partial differentials and avoids the derivative terms of δ function which appear in the course of computation by means of Wang-Zhang operator. We prove Wang’s equivalent theorem which says that our construction and Wang-Zhang’s are equivalent. We use our construction to deal with several typical equations such as nonlinear advection equation, Burgers equation, nonlinear Schrodinger equation, KdV equation and sine-Gordon equation, and obtain at least second order approximate solutions to them. These equations include the cases of real and complex field variables and the cases of the first and the second order time derivatives.
Goldstein, M; Haussmann, W; Hayman, W; Rogge, L
1992-01-01
This volume consists of the proceedings of the NATO Advanced Research Workshop on Approximation by Solutions of Partial Differential Equations, Quadrature Formulae, and Related Topics, which was held at Hanstholm, Denmark. These proceedings include the main invited talks and contributed papers given during the workshop. The aim of these lectures was to present a selection of results of the latest research in the field. In addition to covering topics in approximation by solutions of partial differential equations and quadrature formulae, this volume is also concerned with related areas, such as Gaussian quadratures, the Pompelu problem, rational approximation to the Fresnel integral, boundary correspondence of univalent harmonic mappings, the application of the Hilbert transform in two dimensional aerodynamics, finely open sets in the limit set of a finitely generated Kleinian group, scattering theory, harmonic and maximal measures for rational functions and the solution of the classical Dirichlet problem. In ...
Preston, L. A.
2017-12-01
Marine hydrokinetic (MHK) devices offer a clean, renewable alternative energy source for the future. Responsible utilization of MHK devices, however, requires that the effects of acoustic noise produced by these devices on marine life and marine-related human activities be well understood. Paracousti is a 3-D full waveform acoustic modeling suite that can accurately propagate MHK noise signals in the complex bathymetry found in the near-shore to open ocean environment and considers real properties of the seabed, water column, and air-surface interface. However, this is a deterministic simulation that assumes the environment and source are exactly known. In reality, environmental and source characteristics are often only known in a statistical sense. Thus, to fully characterize the expected noise levels within the marine environment, this uncertainty in environmental and source factors should be incorporated into the acoustic simulations. One method is to use Monte Carlo (MC) techniques where simulation results from a large number of deterministic solutions are aggregated to provide statistical properties of the output signal. However, MC methods can be computationally prohibitive since they can require tens of thousands or more simulations to build up an accurate representation of those statistical properties. An alternative method, using the technique of stochastic partial differential equations (SPDE), allows computation of the statistical properties of output signals at a small fraction of the computational cost of MC. We are developing a SPDE solver for the 3-D acoustic wave propagation problem called Paracousti-UQ to help regulators and operators assess the statistical properties of environmental noise produced by MHK devices. In this presentation, we present the SPDE method and compare statistical distributions of simulated acoustic signals in simple models to MC simulations to show the accuracy and efficiency of the SPDE method. Sandia National Laboratories
Asiri, Sharefa M.
2017-10-08
Partial Differential Equations (PDEs) are commonly used to model complex systems that arise for example in biology, engineering, chemistry, and elsewhere. The parameters (or coefficients) and the source of PDE models are often unknown and are estimated from available measurements. Despite its importance, solving the estimation problem is mathematically and numerically challenging and especially when the measurements are corrupted by noise, which is often the case. Various methods have been proposed to solve estimation problems in PDEs which can be classified into optimization methods and recursive methods. The optimization methods are usually heavy computationally, especially when the number of unknowns is large. In addition, they are sensitive to the initial guess and stop condition, and they suffer from the lack of robustness to noise. Recursive methods, such as observer-based approaches, are limited by their dependence on some structural properties such as observability and identifiability which might be lost when approximating the PDE numerically. Moreover, most of these methods provide asymptotic estimates which might not be useful for control applications for example. An alternative non-asymptotic approach with less computational burden has been proposed in engineering fields based on the so-called modulating functions. In this dissertation, we propose to mathematically and numerically analyze the modulating functions based approaches. We also propose to extend these approaches to different situations. The contributions of this thesis are as follows. (i) Provide a mathematical analysis of the modulating function-based method (MFBM) which includes: its well-posedness, statistical properties, and estimation errors. (ii) Provide a numerical analysis of the MFBM through some estimation problems, and study the sensitivity of the method to the modulating functions\\' parameters. (iii) Propose an effective algorithm for selecting the method\\'s design parameters
Motsepa, Tanki; Aziz, Taha; Fatima, Aeeman; Khalique, Chaudry Masood
2018-03-01
The optimal investment-consumption problem under the constant elasticity of variance (CEV) model is investigated from the perspective of Lie group analysis. The Lie symmetry group of the evolution partial differential equation describing the CEV model is derived. The Lie point symmetries are then used to obtain an exact solution of the governing model satisfying a standard terminal condition. Finally, we construct conservation laws of the underlying equation using the general theorem on conservation laws.
Energy Technology Data Exchange (ETDEWEB)
Eo, Geun; Pyo, Hyun Sun; Lee, Hyung Rae; Kim, Jang Min; Kim, Young Sun; Lee, Jung Hee [Kwangmyungsungae Hospital, Kwangmyung (Korea, Republic of)
1999-07-01
To evaluate the differential features of complete and partial-thickness tears of the anterior cruciate ligament, as seen on magnetic resonance imaging (MRI). We retrospectively reviewed MR images of 36 patients with ACL injuries (complete tear 16, incomplete tear 20). In all cases, the presence of an ACL tear was determined by arthroscopy or surgery. Primary and secondary signs of ACL injury and associated injuries were assessed. Ligamentous discontinuity of the ACL was observed in ten complete tears (63%), but in only four (10%) of those that were partial (p=0.009). In addition, complete tears were more likely to show a low degree of ACL axis, less than 45 deg (11/16 : 2/20, p=0.001). There was, however, no statistically significant difference between complete and partial tears with regard to signal intensity of ACL, PCL buckling or angle, anterior displacement of the tibia, uncovered meniscus sign, deep notch sign, empty notch sign, and associated injuries. Ligamentous discontinuity and the ACL axis are features which usefully differentiate between complete and partial tears of the ACL.
Poisson hierarchy of discrete strings
Energy Technology Data Exchange (ETDEWEB)
Ioannidou, Theodora, E-mail: ti3@auth.gr [Faculty of Civil Engineering, School of Engineering, Aristotle University of Thessaloniki, 54249, Thessaloniki (Greece); Niemi, Antti J., E-mail: Antti.Niemi@physics.uu.se [Department of Physics and Astronomy, Uppsala University, P.O. Box 803, S-75108, Uppsala (Sweden); Laboratoire de Mathematiques et Physique Theorique CNRS UMR 6083, Fédération Denis Poisson, Université de Tours, Parc de Grandmont, F37200, Tours (France); Department of Physics, Beijing Institute of Technology, Haidian District, Beijing 100081 (China)
2016-01-28
The Poisson geometry of a discrete string in three dimensional Euclidean space is investigated. For this the Frenet frames are converted into a spinorial representation, the discrete spinor Frenet equation is interpreted in terms of a transfer matrix formalism, and Poisson brackets are introduced in terms of the spinor components. The construction is then generalised, in a self-similar manner, into an infinite hierarchy of Poisson algebras. As an example, the classical Virasoro (Witt) algebra that determines reparametrisation diffeomorphism along a continuous string, is identified as a particular sub-algebra, in the hierarchy of the discrete string Poisson algebra. - Highlights: • Witt (classical Virasoro) algebra is derived in the case of discrete string. • Infinite dimensional hierarchy of Poisson bracket algebras is constructed for discrete strings. • Spinor representation of discrete Frenet equations is developed.
Poisson hierarchy of discrete strings
International Nuclear Information System (INIS)
Ioannidou, Theodora; Niemi, Antti J.
2016-01-01
The Poisson geometry of a discrete string in three dimensional Euclidean space is investigated. For this the Frenet frames are converted into a spinorial representation, the discrete spinor Frenet equation is interpreted in terms of a transfer matrix formalism, and Poisson brackets are introduced in terms of the spinor components. The construction is then generalised, in a self-similar manner, into an infinite hierarchy of Poisson algebras. As an example, the classical Virasoro (Witt) algebra that determines reparametrisation diffeomorphism along a continuous string, is identified as a particular sub-algebra, in the hierarchy of the discrete string Poisson algebra. - Highlights: • Witt (classical Virasoro) algebra is derived in the case of discrete string. • Infinite dimensional hierarchy of Poisson bracket algebras is constructed for discrete strings. • Spinor representation of discrete Frenet equations is developed.
Introduction to partial differential equations for scientists and engineers using Mathematica
Adzievski, Kuzman
2013-01-01
Fourier Series The Fourier Series of a Periodic Function Convergence of Fourier Series Integration and Differentiation of Fourier Series Fourier Sine and Fourier Cosine Series Mathematica Projects Integral TransformsThe Fourier Transform and Elementary Properties Inversion Formula of the Fourier Transform Convolution Property of the Fourier TransformThe Laplace Transform and Elementary Properties Differentiation and Integration of the Laplace Transform Heaviside and Dirac Delta Functions Convolution Property of the Laplace Transform Solution of Differential Equations by the Integral Transforms
Solutions of a partial differential equation related to the oplus operator
Directory of Open Access Journals (Sweden)
Wanchak Satsanit
2010-06-01
Full Text Available In this article, we consider the equation $$ oplus^ku(x=sum^{m}_{r=0}c_{r}oplus^{r}delta $$ where $oplus^k$ is the operator iterated k times and defined by $$ oplus^k=Big(Big(sum^p_{i=1}frac{partial^2}{partial x^2_i}Big^{4}-Big(sum^{p+q}_{j=p+1}frac{partial^2}{partial x^2_j}Big^{4}Big^k, $$ where $p+q=n$, $x=(x_1,x_2,dots,x_n$ is in the n-dimensional Euclidian space $mathbb{R}^n$, $c_{r}$ is a constant, $delta$ is the Dirac-delta distribution, $oplus^{0}delta=delta$, and $k=0,1,2,3,dots$. It is shown that, depending on the relationship between k and m, the solution to this equation can be ordinary functions, tempered distributions, or singular distributions.
Zia, Haider
2017-06-01
This paper describes an updated exponential Fourier based split-step method that can be applied to a greater class of partial differential equations than previous methods would allow. These equations arise in physics and engineering, a notable example being the generalized derivative non-linear Schrödinger equation that arises in non-linear optics with self-steepening terms. These differential equations feature terms that were previously inaccessible to model accurately with low computational resources. The new method maintains a 3rd order error even with these additional terms and models the equation in all three spatial dimensions and time. The class of non-linear differential equations that this method applies to is shown. The method is fully derived and implementation of the method in the split-step architecture is shown. This paper lays the mathematical ground work for an upcoming paper employing this method in white-light generation simulations in bulk material.
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Bapurao C. Dhage
2006-03-01
Full Text Available In this paper, we prove an existence theorem for hyperbolic differential equations in Banach algebras under Lipschitz and Caratheodory conditions. The existence of extremal solutions is also proved under certain monotonicity conditions.
Darboux problem for implicit impulsive partial hyperbolic fractional order differential equations
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Said Abbas
2011-11-01
Full Text Available In this article we investigate the existence and uniqueness of solutions for the initial value problems, for a class of hyperbolic impulsive fractional order differential equations by using some fixed point theorems.
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Xiangbing Zhou
2012-01-01
Full Text Available We generalize a fixed point theorem in partially ordered complete metric spaces in the study of A. Amini-Harandi and H. Emami (2010. We also give an application on the existence and uniqueness of the positive solution of a multipoint boundary value problem with fractional derivatives.
Analysis on Poisson and Gamma spaces
Kondratiev, Yuri; Silva, Jose Luis; Streit, Ludwig; Us, Georgi
1999-01-01
We study the spaces of Poisson, compound Poisson and Gamma noises as special cases of a general approach to non-Gaussian white noise calculus, see \\cite{KSS96}. We use a known unitary isomorphism between Poisson and compound Poisson spaces in order to transport analytic structures from Poisson space to compound Poisson space. Finally we study a Fock type structure of chaos decomposition on Gamma space.
Yang, Zhaochen; Liao, Shijun
2017-12-01
In this paper, a new analytic approach, namely the wavelet homotopy analysis method (wHAM), is developed for boundary value problems (BVPs) governed by nonlinear partial differential equations (PDEs), which successfully combines the homotopy analysis method (HAM) and the generalized Coiflet-type wavelet. To improve the computational efficiency and accuracy, a section-based wavelet approximation for partial derivatives is proposed. The two-dimensional Bratu equation is used as an example to illustrate its basic ideas of the wHAM. Numerical results verify the validity as well as great advantages of the wHAM. Compared with the normal HAM, the wHAM possesses not only larger freedom to choose the auxiliary linear operator, but also better convergence property and higher computational efficiency. In addition, the iteration approach can greatly accelerate convergence.
International Nuclear Information System (INIS)
Ibragimov, N Kh; Avdonina, E D
2013-01-01
The method of nonlinear self-adjointness, which was recently developed by the first author, gives a generalization of Noether's theorem. This new method significantly extends approaches to constructing conservation laws associated with symmetries, since it does not require the existence of a Lagrangian. In particular, it can be applied to any linear equations and any nonlinear equations that possess at least one local conservation law. The present paper provides a brief survey of results on conservation laws which have been obtained by this method and published mostly in recent preprints of the authors, along with a method for constructing exact solutions of systems of partial differential equations with the use of conservation laws. In most cases the solutions obtained by the method of conservation laws cannot be found as invariant or partially invariant solutions. Bibliography: 23 titles
Coordination of Conditional Poisson Samples
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Grafström Anton
2015-12-01
Full Text Available Sample coordination seeks to maximize or to minimize the overlap of two or more samples. The former is known as positive coordination, and the latter as negative coordination. Positive coordination is mainly used for estimation purposes and to reduce data collection costs. Negative coordination is mainly performed to diminish the response burden of the sampled units. Poisson sampling design with permanent random numbers provides an optimum coordination degree of two or more samples. The size of a Poisson sample is, however, random. Conditional Poisson (CP sampling is a modification of the classical Poisson sampling that produces a fixed-size πps sample. We introduce two methods to coordinate Conditional Poisson samples over time or simultaneously. The first one uses permanent random numbers and the list-sequential implementation of CP sampling. The second method uses a CP sample in the first selection and provides an approximate one in the second selection because the prescribed inclusion probabilities are not respected exactly. The methods are evaluated using the size of the expected sample overlap, and are compared with their competitors using Monte Carlo simulation. The new methods provide a good coordination degree of two samples, close to the performance of Poisson sampling with permanent random numbers.
Parshad, Rana
2011-01-01
We consider a reduced form pricing model for mortgage backed securities, formulated as a non-linear partial differential equation. We prove that the model possesses a weak solution. We then show that under additional regularity assumptions on the initial data, we also have a mild solution. This mild solution is shown to be a strong solution via further regularity arguments. We also numerically solve the reduced model via a Fourier spectral method. Lastly, we compare our numerical solution to real market data. We observe interestingly that the reduced model captures a number of recent market trends in this data, that have escaped previous models.
Tang, Chen; Han, Lin; Ren, Hongwei; Zhou, Dongjian; Chang, Yiming; Wang, Xiaohang; Cui, Xiaolong
2008-10-01
We derive the second-order oriented partial-differential equations (PDEs) for denoising in electronic-speckle-pattern interferometry fringe patterns from two points of view. The first is based on variational methods, and the second is based on controlling diffusion direction. Our oriented PDE models make the diffusion along only the fringe orientation. The main advantage of our filtering method, based on oriented PDE models, is that it is very easy to implement compared with the published filtering methods along the fringe orientation. We demonstrate the performance of our oriented PDE models via application to two computer-simulated and experimentally obtained speckle fringes and compare with related PDE models.
Asiri, Sharefa M.
2016-10-20
In this paper, modulating functions-based method is proposed for estimating space–time-dependent unknowns in one-dimensional partial differential equations. The proposed method simplifies the problem into a system of algebraic equations linear in unknown parameters. The well-posedness of the modulating functions-based solution is proved. The wave and the fifth-order KdV equations are used as examples to show the effectiveness of the proposed method in both noise-free and noisy cases.
Direct methods for Poisson problems in low-level computer vision
Chhabra, Atul K.; Grogan, Timothy A.
1990-09-01
Several problems in low-level computer vision can be mathematically formulated as linear elliptic partial differential equations of the second order. A subset of these problems can be expressed in the form of a Poisson equation, Lu(x, y) = f(x, y). In this paper, fast direct methods for solving the Poisson equations of computer vision are developed. Until recently, iterative methods were used to solve these equations. Recently, direct Fourier techniques were suggested to speed up the computation. We present the Fourier Analysis and Cyclic Reduction (FACR) method which is faster than the Fourier method or the Cyclic Reduction method alone. For computation on an n x n grid, the operation count for the Fourier method is O(n2log2n), and that for the FACR method is O(n2log2log2n). The FACR method first reduces the system of equations into a smaller set using Cyclic Reduction. Next, the reduced system is solved by the Fourier method. The final solution is obtained by back-substituting the solution of the reduced system. With Neumann boundary conditions, a Poisson equation does not have a unique solution. We show how a physically meaningful solution can be obtained under such circumstances. Application of the FACR and other methods is discussed for two problems of low-level computer vision - lightness, or reflectance from brightness, and recovering height from surface gradient.
Inverse Jacobi multiplier as a link between conservative systems and Poisson structures
International Nuclear Information System (INIS)
García, Isaac A; Hernández-Bermejo, Benito
2017-01-01
Some aspects of the relationship between conservativeness of a dynamical system (namely the preservation of a finite measure) and the existence of a Poisson structure for that system are analyzed. From the local point of view, due to the flow-box theorem we restrict ourselves to neighborhoods of singularities. In this sense, we characterize Poisson structures around the typical zero-Hopf singularity in dimension 3 under the assumption of having a local analytic first integral with non-vanishing first jet by connecting with the classical Poincaré center problem. From the global point of view, we connect the property of being strictly conservative (the invariant measure must be positive) with the existence of a Poisson structure depending on the phase space dimension. Finally, weak conservativeness in dimension two is introduced by the extension of inverse Jacobi multipliers as weak solutions of its defining partial differential equation and some of its applications are developed. Examples including Lotka–Volterra systems, quadratic isochronous centers, and non-smooth oscillators are provided. (paper)
Piret, Cécile
2012-05-01
Much work has been done on reconstructing arbitrary surfaces using the radial basis function (RBF) method, but one can hardly find any work done on the use of RBFs to solve partial differential equations (PDEs) on arbitrary surfaces. In this paper, we investigate methods to solve PDEs on arbitrary stationary surfaces embedded in . R3 using the RBF method. We present three RBF-based methods that easily discretize surface differential operators. We take advantage of the meshfree character of RBFs, which give us a high accuracy and the flexibility to represent the most complex geometries in any dimension. Two out of the three methods, which we call the orthogonal gradients (OGr) methods are the result of our work and are hereby presented for the first time. © 2012 Elsevier Inc.
A high order solver for the unbounded Poisson equation
DEFF Research Database (Denmark)
Hejlesen, Mads Mølholm; Rasmussen, Johannes Tophøj; Chatelain, Philippe
2013-01-01
A high order converging Poisson solver is presented, based on the Greenʼs function solution to Poissonʼs equation subject to free-space boundary conditions. The high order convergence is achieved by formulating regularised integration kernels, analogous to a smoothing of the solution field....... The method is extended to directly solve the derivatives of the solution to Poissonʼs equation. In this way differential operators such as the divergence or curl of the solution field can be solved to the same high order convergence without additional computational effort. The method, is applied...... and validated, however not restricted, to the equations of fluid mechanics, and can be used in many applications to solve Poissonʼs equation on a rectangular unbounded domain....
Partially solved differential systems with two-point non-linear boundary conditions
Czech Academy of Sciences Publication Activity Database
Rontó, András; Rontó, M.; Varga, I.
2017-01-01
Roč. 18, č. 2 (2017), s. 1001-1014 ISSN 1787-2405 Institutional support: RVO:67985840 Keywords : implicit differential systems * non-linear two-point boundary conditions * parametrization technique Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 0.388, year: 2016 http://mat76.mat.uni-miskolc.hu/mnotes/article/2491
Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs
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Liao, Qifeng, E-mail: liaoqf@shanghaitech.edu.cn [School of Information Science and Technology, ShanghaiTech University, Shanghai 200031 (China); Lin, Guang, E-mail: guanglin@purdue.edu [Department of Mathematics & School of Mechanical Engineering, Purdue University, West Lafayette, IN 47907 (United States)
2016-07-15
In this paper we present a reduced basis ANOVA approach for partial deferential equations (PDEs) with random inputs. The ANOVA method combined with stochastic collocation methods provides model reduction in high-dimensional parameter space through decomposing high-dimensional inputs into unions of low-dimensional inputs. In this work, to further reduce the computational cost, we investigate spatial low-rank structures in the ANOVA-collocation method, and develop efficient spatial model reduction techniques using hierarchically generated reduced bases. We present a general mathematical framework of the methodology, validate its accuracy and demonstrate its efficiency with numerical experiments.
Directory of Open Access Journals (Sweden)
T. D. Frank
2016-12-01
Full Text Available In physics, several attempts have been made to apply the concepts and tools of physics to the life sciences. In this context, a thermostatistic framework for active Nambu systems is proposed. The so-called free energy Fokker–Planck equation approach is used to describe stochastic aspects of active Nambu systems. Different thermostatistic settings are considered that are characterized by appropriately-defined entropy measures, such as the Boltzmann–Gibbs–Shannon entropy and the Tsallis entropy. In general, the free energy Fokker–Planck equations associated with these generalized entropy measures correspond to nonlinear partial differential equations. Irrespective of the entropy-related nonlinearities occurring in these nonlinear partial differential equations, it is shown that semi-analytical solutions for the stationary probability densities of the active Nambu systems can be obtained provided that the pumping mechanisms of the active systems assume the so-called canonical-dissipative form and depend explicitly only on Nambu invariants. Applications are presented both for purely-dissipative and for active systems illustrating that the proposed framework includes as a special case stochastic equilibrium systems.
Drabik, Timothy J.; Title, Mark A.; Lee, Sing H.
1986-06-01
The potential and promise of very high-performance spatial light modulators (SLMs) capable of performing logic operations has motivated the investigation of digital computing systems that possess many desirable attributes of optical systems, namely massive parallelism, global communication at high bandwidths, high reliability, many useful degrees of freedom, robustness in the presence of defects, and simplicity. The parallelism of easily realizable optical single-instruction, multiple-data (SIMD) arrays makes them a natural choice for implementation of highly structured algorithms for the numerical solution of multi-dimensional partial differential equations and the computation of fast numerical transforms. A system comprising several SLMs, an optical read/write memory, and a functional block to perform simple, space-invariant shifts on images has enough flexibility to implement the fastest known methods for partial differential equations (e.g. multi-level methods) as well as a wide variety of numerical transforms (e.g., FFT, Walsh-Hadamard transform, rapid transform), in two or more dimensions, and using either fixed or floating-point arithmetic. Performance is projected at greater than 109 floating-point operations/s using SLMs with resolution 1000 x 1000 operating at 1 MHz frame rates.
Semigroup Approach to Semilinear Partial Functional Differential Equations with Infinite Delay
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Hassane Bouzahir
2007-02-01
Full Text Available We describe a semigroup of abstract semilinear functional differential equations with infinite delay by the use of the Crandall Liggett theorem. We suppose that the linear part is not necessarily densely defined but satisfies the resolvent estimates of the Hille-Yosida theorem. We clarify the properties of the phase space ensuring equivalence between the equation under investigation and the nonlinear semigroup.
Frittrang, Alexander K.; Deising, Holger; Mendgen, Kurt
1992-01-01
The differentiation-specific formation of three isoforms of pectinesterase by the broad bean rust fungus Uromyces viciae-fabae is described. Activity becomes detectable when substomatal vesicles are formed. In crude extracts isoform A contributed 78% of the total pectinesterase activity, and isoforms B and C contributed 20% and 2%, respectively. All three isoforms were found extracellularly in ratios identical to those in extracts. The isoelectric points of the pectinesterase isoforms were 8·...
Differential effects of total and partial sleep deprivation on salivary factors in Wistar rats.
Lasisi, Dr T J; Shittu, S T; Meludu, C C; Salami, A A
2017-01-01
Aim of this study was to investigate the effects of sleep deprivation on salivary factors in rats. Animals were randomly assigned into three groups of 6 animals each as control, total sleep deprivation (TSD) and partial sleep deprivation (PSD) groups. The multiple platform method was used to induce partial and total sleep deprivation for 7days. On the 8th day, stimulated saliva samples were collected for the analysis of salivary lag time, flow rate, salivary amylase activity, immunoglobulin A secretion rate and corticosterone levels using ELISA and standard kinetic enzyme assay. Data were analyzed using ANOVA with Dunnett T3 post hoc tests. Salivary flow rate reduced significantly in the TSD group compared with the PSD group as well as the control group (p=0.01). The secretion rate of salivary IgA was significantly reduced in the TSD group compared with the control group (p=0.04). Salivary amylase activity was significantly elevated in the TSD group compared with the PSD group as well as control group (psleep deprivation is associated with reduced salivary flow rate and secretion rate of IgA as well as elevated levels of salivary amylase activity in rats. However, sleep recovery of four hours in the PSD group produced ameliorative effects on the impaired functions of salivary glands. Copyright Â© 2016 Elsevier Ltd. All rights reserved.
Hellberg, Rosalee S; Martin, Keely G; Keys, Ashley L; Haney, Christopher J; Shen, Yuelian; Smiley, R Derike
2013-12-01
Use of 16S rRNA partial gene sequencing within the regulatory workflow could greatly reduce the time and labor needed for confirmation and subtyping of Listeria monocytogenes. The goal of this study was to build a 16S rRNA partial gene reference library for Listeria spp. and investigate the potential for 16S rRNA molecular subtyping. A total of 86 isolates of Listeria representing L. innocua, L. seeligeri, L. welshimeri, and L. monocytogenes were obtained for use in building the custom library. Seven non-Listeria species and three additional strains of Listeria were obtained for use in exclusivity and food spiking tests. Isolates were sequenced for the partial 16S rRNA gene using the MicroSeq ID 500 Bacterial Identification Kit (Applied Biosystems). High-quality sequences were obtained for 84 of the custom library isolates and 23 unique 16S sequence types were discovered for use in molecular subtyping. All of the exclusivity strains were negative for Listeria and the three Listeria strains used in food spiking were consistently recovered and correctly identified at the species level. The spiking results also allowed for differentiation beyond the species level, as 87% of replicates for one strain and 100% of replicates for the other two strains consistently matched the same 16S type. Copyright © 2013 Elsevier Ltd. All rights reserved.
Ibrahim, R. S.; El-Kalaawy, O. H.
2006-10-01
The relativistic nonlinear self-consistent equations for a collisionless cold plasma with stationary ions [R. S. Ibrahim, IMA J. Appl. Math. 68, 523 (2003)] are extended to 3 and 3+1 dimensions. The resulting system of equations is reduced to the sine-Poisson equation. The truncated Painlevé expansion and reduction of the partial differential equation to a quadrature problem (RQ method) are described and applied to obtain the traveling wave solutions of the sine-Poisson equation for stationary and nonstationary equations in 3 and 3+1 dimensions describing the charge-density equilibrium configuration model.
Cotter, C J; Gottwald, G A; Holm, D D
2017-09-01
In Holm (Holm 2015 Proc. R. Soc. A 471 , 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow.
International Nuclear Information System (INIS)
Duerinckx, A.J.; Hall, T.R.; Lufkin, R.; Boechat, I.; Kangarloo, H.
1989-01-01
The purpose of this two-part study was to determine whether MR imaging can help distinguish pediatric patients with mucosal disease of the paranasal sinuses from patients with normal but only partially developed sinuses, thus reducing the number of patients erroneously labeled as having incidental sinusitis. First, a retrospective study was done to evaluate the paranasal sinuses in 80 infants and children aged 0-17 years. The authors developed anatomic MR criteria for independent grading of paranasal sinus development and mucosal disease. The extent of sinus pneumatization ( a measure of sinus development) is very variable at younger ages, and this variation decreases with age. Second, using the anatomic MR imaging criteria developed in the first study, a double-blind prospective study was performed on 40 patients to correlate clinical sinus disease with anatomic sinus disease as seen with MR imaging
Energy Technology Data Exchange (ETDEWEB)
Nina Naquiah, A.N.; Marikkar, J.M.N.; Shuhaimi, M.
2016-07-01
A study was carried out to compare partial acylglycerols of lard with those of chicken fat, beef fat and mutton fat using Gas Chromatography Mass Spectrometry (GC-MS) and Elemental Analysis–Isotope Ratio Mass Spectrometry (EA-IRMS). Mono- (MAG) and di-(DAG) acylglycerols of animal fats were prepared according to a chemical glycerolysis method and isolated using column chromatography. The fatty acid composition and δ13C carbon isotope ratio of MAG and DAG derived from individual animal fat were determined separately to establish their identity characteristics. The results showed that the δ13C values of MAG and DAG of lard were significantly different from those of MAG and DAG derived from chicken fat, beef fat and mutton fat. According to the loading plots based on a principle component analysis (PCA), fatty acids namely stearic, oleic and linoleic were the most discriminating parameters to distinctly identify MAG and DAG derived from different animal fats. This demonstrated that the EA-IRMS and the PCA of fatty acid data have considerable potential for discriminating MAG and DAG derived from lard from other animal fats for Halal authentication purposes. (Author)
The analysis of linear partial differential operators I distribution theory and Fourier analysis
Hörmander, Lars
2003-01-01
The main change in this edition is the inclusion of exercises with answers and hints. This is meant to emphasize that this volume has been written as a general course in modern analysis on a graduate student level and not only as the beginning of a specialized course in partial differen tial equations. In particular, it could also serve as an introduction to harmonic analysis. Exercises are given primarily to the sections of gen eral interest; there are none to the last two chapters. Most of the exercises are just routine problems meant to give some familiarity with standard use of the tools introduced in the text. Others are extensions of the theory presented there. As a rule rather complete though brief solutions are then given in the answers and hints. To a large extent the exercises have been taken over from courses or examinations given by Anders Melin or myself at the University of Lund. I am grateful to Anders Melin for letting me use the problems originating from him and for numerous valuable comm...
Graded geometry and Poisson reduction
Cattaneo, A S; Zambon, M
2009-01-01
The main result of [2] extends the Marsden-Ratiu reduction theorem [4] in Poisson geometry, and is proven by means of graded geometry. In this note we provide the background material about graded geometry necessary for the proof in [2]. Further, we provide an alternative algebraic proof for the main result. ©2009 American Institute of Physics
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Granville Sewell
2013-01-01
Full Text Available PDE2D is a general-purpose partial differential equation solver which solves very general systems of nonlinear, steady-state, time-dependent and eigenvalue PDEs in 1D intervals, general 2D regions (see Figure 1, and a wide range of simple 3D regions (see Figure 2, with general boundary conditions. It uses a collocation finite element method [2] for 3D problems, and either a collocation or Galerkin finite element method can be used for 1D and 2D problems. It has been sold commercially for 30 years, but recently a version has been made available, which can be downloaded at no cost from www.pde2d.com.
Energy Technology Data Exchange (ETDEWEB)
Webster, Clayton; Tempone, Raul (Florida State University, Tallahassee, FL); Nobile, Fabio (Politecnico di Milano, Italy)
2007-12-01
This work describes the convergence analysis of a Smolyak-type sparse grid stochastic collocation method for the approximation of statistical quantities related to the solution of partial differential equations with random coefficients and forcing terms (input data of the model). To compute solution statistics, the sparse grid stochastic collocation method uses approximate solutions, produced here by finite elements, corresponding to a deterministic set of points in the random input space. This naturally requires solving uncoupled deterministic problems and, as such, the derived strong error estimates for the fully discrete solution are used to compare the computational efficiency of the proposed method with the Monte Carlo method. Numerical examples illustrate the theoretical results and are used to compare this approach with several others, including the standard Monte Carlo.
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Donald A. McLaren
2013-04-01
Full Text Available This paper describes and tests a wavelet-based implicit numerical method for solving partial differential equations. Intended for problems with localized small-scale interactions, the method exploits the form of the wavelet decomposition to divide the implicit system created by the time-discretization into multiple smaller systems that can be solved sequentially. Included is a test on a basic non-linear problem, with both the results of the test, and the time required to calculate them, compared with control results based on a single system with fine resolution. The method is then tested on a non-trivial problem, its computational time and accuracy checked against control results. In both tests, it was found that the method requires less computational expense than the control. Furthermore, the method showed convergence towards the fine resolution control results.
International Nuclear Information System (INIS)
Calogero, F.
1976-01-01
A generalized Wronskian type relation is used to obtain a number of expressions for the scattering and bound state parameters (reflection and transmission coefficients, bound state energies and normalization constants) in the context of the one dimensional Schroedinger equation. These expressions are in the form of integrals over the wave functions multiplied by appropriate (generally nonlinear) combinations of the potentials and their derivatives. Some of them provide the basis for deriving classes of nonlinear partial differential equations that are solvable by the inverse scattering method. The main interest of this approach rests in its simplicity and in its delivery of nonlinear evolution equations that may involve more than one (space) variable and contain coefficients that are not constant
Sun, Shuyu
2012-06-02
A new technique for the numerical solution of the partial differential equations governing transport phenomena in porous media is introduced. In this technique, the governing equations as depicted from the physics of the problem are used without extra manipulations. In other words, there is no need to reduce the number of governing equations by some sort of mathematical manipulations. This technique enables the separation of the physics part of the problem and the solver part, which makes coding more robust and could be used in several other applications with little or no modifications (e.g., multi-phase flow in porous media). In this method, one abandons the need to construct the coefficient matrix for the pressure equation. Alternatively, the coefficients are automatically generated within the solver routine. We show examples of using this technique to solving several flow problems in porous media.
International Nuclear Information System (INIS)
Wang Qi; Chen Yong
2007-01-01
With the aid of symbolic computation, some algorithms are presented for the rational expansion methods, which lead to closed-form solutions of nonlinear partial differential equations (PDEs). The new algorithms are given to find exact rational formal polynomial solutions of PDEs in terms of Jacobi elliptic functions, solutions of the Riccati equation and solutions of the generalized Riccati equation. They can be implemented in symbolic computation system Maple. As applications of the methods, we choose some nonlinear PDEs to illustrate the methods. As a result, we not only can successfully obtain the solutions found by most existing Jacobi elliptic function methods and Tanh-methods, but also find other new and more general solutions at the same time
International Nuclear Information System (INIS)
Gao Wen-Wu; Wang Zhi-Gang
2014-01-01
Based on the multiquadric trigonometric B-spline quasi-interpolant, this paper proposes a meshless scheme for some partial differential equations whose solutions are periodic with respect to the spatial variable. This scheme takes into account the periodicity of the analytic solution by using derivatives of a periodic quasi-interpolant (multiquadric trigonometric B-spline quasi-interpolant) to approximate the spatial derivatives of the equations. Thus, it overcomes the difficulties of the previous schemes based on quasi-interpolation (requiring some additional boundary conditions and yielding unwanted high-order discontinuous points at the boundaries in the spatial domain). Moreover, the scheme also overcomes the difficulty of the meshless collocation methods (i.e., yielding a notorious ill-conditioned linear system of equations for large collocation points). The numerical examples that are presented at the end of the paper show that the scheme provides excellent approximations to the analytic solutions. (general)
Directory of Open Access Journals (Sweden)
Roger P. Pawlowski
2012-01-01
Full Text Available A template-based generic programming approach was presented in Part I of this series of papers [Sci. Program. 20 (2012, 197–219] that separates the development effort of programming a physical model from that of computing additional quantities, such as derivatives, needed for embedded analysis algorithms. In this paper, we describe the implementation details for using the template-based generic programming approach for simulation and analysis of partial differential equations (PDEs. We detail several of the hurdles that we have encountered, and some of the software infrastructure developed to overcome them. We end with a demonstration where we present shape optimization and uncertainty quantification results for a 3D PDE application.
Nambu-Poisson reformulation of the finite dimensional dynamical systems
International Nuclear Information System (INIS)
Baleanu, D.; Makhaldiani, N.
1998-01-01
A system of nonlinear ordinary differential equations which in a particular case reduces to Volterra's system is introduced. We found in two simplest cases the complete sets of the integrals of motion using Nambu-Poisson reformulation of the Hamiltonian dynamics. In these cases we have solved the systems by quadratures
Directory of Open Access Journals (Sweden)
Tsugio Fukuchi
2014-06-01
Full Text Available The finite difference method (FDM based on Cartesian coordinate systems can be applied to numerical analyses over any complex domain. A complex domain is usually taken to mean that the geometry of an immersed body in a fluid is complex; here, it means simply an analytical domain of arbitrary configuration. In such an approach, we do not need to treat the outer and inner boundaries differently in numerical calculations; both are treated in the same way. Using a method that adopts algebraic polynomial interpolations in the calculation around near-wall elements, all the calculations over irregular domains reduce to those over regular domains. Discretization of the space differential in the FDM is usually derived using the Taylor series expansion; however, if we use the polynomial interpolation systematically, exceptional advantages are gained in deriving high-order differences. In using the polynomial interpolations, we can numerically solve the Poisson equation freely over any complex domain. Only a particular type of partial differential equation, Poisson's equations, is treated; however, the arguments put forward have wider generality in numerical calculations using the FDM.
Multi-parameter full waveform inversion using Poisson
Oh, Juwon
2016-07-21
In multi-parameter full waveform inversion (FWI), the success of recovering each parameter is dependent on characteristics of the partial derivative wavefields (or virtual sources), which differ according to parameterisation. Elastic FWIs based on the two conventional parameterisations (one uses Lame constants and density; the other employs P- and S-wave velocities and density) have low resolution of gradients for P-wave velocities (or ). Limitations occur because the virtual sources for P-wave velocity or (one of the Lame constants) are related only to P-P diffracted waves, and generate isotropic explosions, which reduce the spatial resolution of the FWI for these parameters. To increase the spatial resolution, we propose a new parameterisation using P-wave velocity, Poisson\\'s ratio, and density for frequency-domain multi-parameter FWI for isotropic elastic media. By introducing Poisson\\'s ratio instead of S-wave velocity, the virtual source for the P-wave velocity generates P-S and S-S diffracted waves as well as P-P diffracted waves in the partial derivative wavefields for the P-wave velocity. Numerical examples of the cross-triangle-square (CTS) model indicate that the new parameterisation provides highly resolved descent directions for the P-wave velocity. Numerical examples of noise-free and noisy data synthesised for the elastic Marmousi-II model support the fact that the new parameterisation is more robust for noise than the two conventional parameterisations.
Independent production and Poisson distribution
International Nuclear Information System (INIS)
Golokhvastov, A.I.
1994-01-01
The well-known statement of factorization of inclusive cross-sections in case of independent production of particles (or clusters, jets etc.) and the conclusion of Poisson distribution over their multiplicity arising from it do not follow from the probability theory in any way. Using accurately the theorem of the product of independent probabilities, quite different equations are obtained and no consequences relative to multiplicity distributions are obtained. 11 refs
Energy Technology Data Exchange (ETDEWEB)
Lee, Seo Young; Shim, Jae Chan; Lee, Ghi Jai; Bang, Sun Woo; Ryu, Seok Jong; Kim, Ho Kyun [College of Medicine, Inje Univ., Kimhae (Korea, Republic of); Kim, Jeong Seok [College of Medicine, Dongguk Univ., Seoul (Korea, Republic of)
2002-04-01
To assess the usefulness of T2-weighted oblique coronal MR imaging (T2OCI) in the differential diagnosis of complete and partial tears of the anterior cruciate ligament (ACL) of the knee. Thirty-three patients with ACL tear (16 complete and 17 partial tears), comfirmed by arthroscopy, were included in this study. Conventional MR imaging and T2OCI were performed, and the findings were retrospectively reviewed by two radiologists in terms of continuity, shape, axis and internal signal intensity of the ligament. Each finding was tested if there were stastistically significant differences in its prevalence between partial and complete tears. The diagnostic accuracy of T2OCI and conventional MR imaging in the detection of partial and complete tears of the ACL were compared. Conventional MR imaging revealed no statistically significant finding for differential diagnosis of complete and partial ACL tears. The reliable and statistically significant (p<0.001) findings of T2OCI were complete discontinuity of the ligament in cases involving complete ACL tears (14 of 16 complete tears and 2 of 17 partial tears) and the preservation of the band form for partial ACL tears (2 of 16 complete tears and 15 of 17 partial tears). The accuracy of T2OCI and conventional MR imaging was 88% and 70%, respectively. When ACL injury is vague on conventional MR images, a modality which is more useful in the differential diagnosis of partial and complete tears of the ACL, and in predicting the site of a tear, is T2-weighted oblique coronal imaging.
Poisson sigma model with branes and hyperelliptic Riemann surfaces
International Nuclear Information System (INIS)
Ferrario, Andrea
2008-01-01
We derive the explicit form of the superpropagators in the presence of general boundary conditions (coisotropic branes) for the Poisson sigma model. This generalizes the results presented by Cattaneo and Felder [''A path integral approach to the Kontsevich quantization formula,'' Commun. Math. Phys. 212, 591 (2000)] and Cattaneo and Felder ['Coisotropic submanifolds in Poisson geometry and branes in the Poisson sigma model', Lett. Math. Phys. 69, 157 (2004)] for Kontsevich's angle function [Kontsevich, M., 'Deformation quantization of Poisson manifolds I', e-print arXiv:hep.th/0101170] used in the deformation quantization program of Poisson manifolds. The relevant superpropagators for n branes are defined as gauge fixed homotopy operators of a complex of differential forms on n sided polygons P n with particular ''alternating'' boundary conditions. In the presence of more than three branes we use first order Riemann theta functions with odd singular characteristics on the Jacobian variety of a hyperelliptic Riemann surface (canonical setting). In genus g the superpropagators present g zero mode contributions
An implicit meshless scheme for the solution of transient non-linear Poisson-type equations
Bourantas, Georgios
2013-07-01
A meshfree point collocation method is used for the numerical simulation of both transient and steady state non-linear Poisson-type partial differential equations. Particular emphasis is placed on the application of the linearization method with special attention to the lagging of coefficients method and the Newton linearization method. The localized form of the Moving Least Squares (MLS) approximation is employed for the construction of the shape functions, in conjunction with the general framework of the point collocation method. Computations are performed for regular nodal distributions, stressing the positivity conditions that make the resulting system stable and convergent. The accuracy and the stability of the proposed scheme are demonstrated through representative and well-established benchmark problems. © 2013 Elsevier Ltd.
Applied partial differential equations
Logan, J David
2015-01-01
This text presents the standard material usually covered in a one-semester, undergraduate course on boundary value problems and PDEs. Emphasis is placed on motivation, concepts, methods, and interpretation, rather than on formal theory. The concise treatment of the subject is maintained in this third edition covering all the major ideas: the wave equation, the diffusion equation, the Laplace equation, and the advection equation on bounded and unbounded domains. Methods include eigenfunction expansions, integral transforms, and characteristics. In this third edition, text remains intimately tied to applications in heat transfer, wave motion, biological systems, and a variety other topics in pure and applied science. The text offers flexibility to instructors who, for example, may wish to insert topics from biology or numerical methods at any time in the course. The exposition is presented in a friendly, easy-to-read, style, with mathematical ideas motivated from physical problems. Many exercises and worked e...
Stochastic partial differential equations
Lototsky, Sergey V
2017-01-01
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected ...
Hyperbolic partial differential equations
Lax, Peter D
2006-01-01
The theory of hyperbolic equations is a large subject, and its applications are many: fluid dynamics and aerodynamics, the theory of elasticity, optics, electromagnetic waves, direct and inverse scattering, and the general theory of relativity. This book is an introduction to most facets of the theory and is an ideal text for a second-year graduate course on the subject. The first part deals with the basic theory: the relation of hyperbolicity to the finite propagation of signals, the concept and role of characteristic surfaces and rays, energy, and energy inequalities. The structure of soluti
Applied partial differential equations
DuChateau, Paul
2012-01-01
Book focuses mainly on boundary-value and initial-boundary-value problems on spatially bounded and on unbounded domains; integral transforms; uniqueness and continuous dependence on data, first-order equations, and more. Numerous exercises included.
Partial differential equations
Indian Academy of Sciences (India)
This conjecture remained hopelessly open till the work by Srikanth and col- laborators [23]. The result in [23] exploited the topological information of mountain pass solutions through Morse index and in a way also provided a new way of looking at break of symmetry of solu- tions. Other significant contributions in the area.
Lacasse, David; Garon, Andre; Pelletier, Dominique
2007-02-01
This paper presents for the first time numerical predictions of mechanical blood hemolysis obtained by solving a hyperbolic partial differential equation (PDE) modelling the hemolysis in a Eulerian frame of reference. This provides hemolysis predictions over the entire computational domain as an alternative to the Lagrangian approach consisting in evaluating cell hemolysis along their trajectories. The solution of a PDE over a computational domain, such as in the approach presented herein, yields a unique solution. This is a clear advantage over the Lagrangian approach, which requires the human-made choice of a limited number of trajectories for integration and inevitably results in the incomplete coverage of the computational domain. The hyperbolic hemolysis model is solved with a Discontinuous Galerkin finite element method. The solution algorithm also includes adaptive remeshing to provide high accuracy simulations. Predictions of the modified index of hemolysis (MIH) are presented for flows in dialysis cannulae and sudden contractions. MIH predictions for cannulae differ significantly from those obtained by other authors using the Lagrangian approach. The predictions for flows in sudden contractions are used, along with our own experimental measurements, to assess the value of the threshold shear stress required for hemolysis that is included in the hemolysis model.
Kumari, Komal; Donzis, Diego
2017-11-01
Highly resolved computational simulations on massively parallel machines are critical in understanding the physics of a vast number of complex phenomena in nature governed by partial differential equations. Simulations at extreme levels of parallelism present many challenges with communication between processing elements (PEs) being a major bottleneck. In order to fully exploit the computational power of exascale machines one needs to devise numerical schemes that relax global synchronizations across PEs. This asynchronous computations, however, have a degrading effect on the accuracy of standard numerical schemes.We have developed asynchrony-tolerant (AT) schemes that maintain order of accuracy despite relaxed communications. We show, analytically and numerically, that these schemes retain their numerical properties with multi-step higher order temporal Runge-Kutta schemes. We also show that for a range of optimized parameters,the computation time and error for AT schemes is less than their synchronous counterpart. Stability of the AT schemes which depends upon history and random nature of delays, are also discussed. Support from NSF is gratefully acknowledged.
Sun, Shuyu
2012-09-01
In this paper we introduce a new technique for the numerical solution of the various partial differential equations governing flow and transport phenomena in porous media. This method is proposed to be used in high level programming languages like MATLAB, Python, etc., which show to be more efficient for certain mathematical operations than for others. The proposed technique utilizes those operations in which these programming languages are efficient the most and keeps away as much as possible from those inefficient, time-consuming operations. In particular, this technique is based on the minimization of using multiple indices looping operations by reshaping the unknown variables into one-dimensional column vectors and performing the numerical operations using shifting matrices. The cell-centered information as well as the face-centered information are shifted to the adjacent face-center and cell-center, respectively. This enables the difference equations to be done for all the cells at once using matrix operations rather than within loops. Furthermore, for results post-processing, the face-center information can further be mapped to the physical grid nodes for contour plotting and stream lines constructions. In this work we apply this technique to flow and transport phenomena in porous media. © 2012 Elsevier Ltd.
Johnson, Paul; Howell, Sydney; Duck, Peter
2017-08-13
A mixed financial/physical partial differential equation (PDE) can optimize the joint earnings of a single wind power generator (WPG) and a generic energy storage device (ESD). Physically, the PDE includes constraints on the ESD's capacity, efficiency and maximum speeds of charge and discharge. There is a mean-reverting daily stochastic cycle for WPG power output. Physically, energy can only be produced or delivered at finite rates. All suppliers must commit hourly to a finite rate of delivery C , which is a continuous control variable that is changed hourly. Financially, we assume heavy 'system balancing' penalties in continuous time, for deviations of output rate from the commitment C Also, the electricity spot price follows a mean-reverting stochastic cycle with a strong evening peak, when system balancing penalties also peak. Hence the economic goal of the WPG plus ESD, at each decision point, is to maximize expected net present value (NPV) of all earnings (arbitrage) minus the NPV of all expected system balancing penalties, along all financially/physically feasible future paths through state space. Given the capital costs for the various combinations of the physical parameters, the design and operating rules for a WPG plus ESD in a finite market may be jointly optimizable.This article is part of the themed issue 'Energy management: flexibility, risk and optimization'. © 2017 The Author(s).
Energy Technology Data Exchange (ETDEWEB)
Sethian, J.A.; Shan, Y.
2007-12-10
We present a numerical algorithm for solving partial differential equations on irregular domains with moving interfaces. Instead of the typical approach of solving in a larger rectangular domain, our approach performs most calculations only in the desired domain. To do so efficiently, we have developed a one-sided multigrid method to solve the corresponding large sparse linear systems. Our focus is on the simulation of the electrodeposition process in semiconductor manufacturing in both two and three dimensions. Our goal is to track the position of the interface between the metal and the electrolyte as the features are filled and to determine which initial configurations and physical parameters lead to superfilling. We begin by motivating the set of equations which model the electrodeposition process. Building on existing models for superconformal electrodeposition, we develop a model which naturally arises from a conservation law form of surface additive evolution. We then introduce several numerical algorithms, including a conservative material transport level set method and our multigrid method for one-sided diffusion equations. We then analyze the accuracy of our numerical methods. Finally, we compare our result with experiment over a wide range of physical parameters.
Rizzi, F.
2017-05-25
We discuss algorithm-based resilience to silent data corruptions (SDCs) in a task-based domain-decomposition preconditioner for partial differential equations (PDEs). The algorithm exploits a reformulation of the PDE as a sampling problem, followed by a solution update through data manipulation that is resilient to SDCs. The implementation is based on a server-client model where all state information is held by the servers, while clients are designed solely as computational units. Scalability tests run up to ∼ 51K cores show a parallel efficiency greater than 90%. We use a 2D elliptic PDE and a fault model based on random single and double bit-flip to demonstrate the resilience of the application to synthetically injected SDC. We discuss two fault scenarios: one based on the corruption of all data of a target task, and the other involving the corruption of a single data point. We show that for our application, given the test problem considered, a four-fold increase in the number of faults only yields a 2% change in the overhead to overcome their presence, from 7% to 9%. We then discuss potential savings in energy consumption via dynamic voltage/frequency scaling, and its interplay with fault-rates, and application overhead.
Directory of Open Access Journals (Sweden)
Łukasz T. Stępień
2008-01-01
Full Text Available In the current paper some applications of the packet MAPLE (v. 9.5 for analytic solving ofcertain nonline partial differential equations have been presented. Additionally, for graphicpresentation of the found solutions packet MATHEMATICA (v. 5.1 has been applied.
Solution of the Dirichlet Problem for the Poisson's Equation in a Multidimensional Infinite Layer
Directory of Open Access Journals (Sweden)
O. D. Algazin
2015-01-01
Full Text Available The paper considers the multidimensional Poisson equation in the domain bounded by two parallel hyperplanes (in the multidimensional infinite layer. For an n-dimensional half-space method of solving boundary value problems for linear partial differential equations with constant coefficients is a Fourier transform to the variables in the boundary hyperplane. The same method can be used for an infinite layer, as is done in this paper in the case of the Dirichlet problem for the Poisson equation. For strip and infinite layer in three-dimensional space the solutions of this problem are known. And in the three-dimensional case Green's function is written as an infinite series. In this paper, the solution is obtained in the integral form and kernels of integrals are expressed in a finite form in terms of elementary functions and Bessel functions. A recurrence relation between the kernels of integrals for n-dimensional and (n + 2 -dimensional layers was obtained. In particular, is built the Green's function of the Laplace operator for the Dirichlet problem, through which the solution of the problem is recorded. Even in three-dimensional case we obtained new formula compared to the known. It is shown that the kernel of the integral representation of the solution of the Dirichlet problem for a homogeneous Poisson equation (Laplace equation is an approximate identity (δ-shaped system of functions. Therefore, if the boundary values are generalized functions of slow growth, the solution of the Dirichlet problem for the homogeneous equation (Laplace is written as a convolution of kernels with these functions.
Philip, Pierre; Sagaspe, Patricia; Prague, Mélanie; Tassi, Patricia; Capelli, Aurore; Bioulac, Bernard; Commenges, Daniel; Taillard, Jacques
2012-07-01
To evaluate the effects of acute sleep deprivation and chronic sleep restriction on vigilance, performance, and self-perception of sleepiness. Habitual night followed by 1 night of total sleep loss (acute sleep deprivation) or 5 consecutive nights of 4 hr of sleep (chronic sleep restriction) and recovery night. Eighteen healthy middle-aged male participants (age [(± standard deviation] = 49.7 ± 2.6 yr, range 46-55 yr). Multiple sleep latency test trials, Karolinska Sleepiness Scale scores, simple reaction time test (lapses and 10% fastest reaction times), and nocturnal polysomnography data were recorded. Objective and subjective sleepiness increased immediately in response to sleep restriction. Sleep latencies after the second and third nights of sleep restriction reached levels equivalent to those observed after acute sleep deprivation, whereas Karolinska Sleepiness Scale scores did not reach these levels. Lapse occurrence increased after the second day of sleep restriction and reached levels equivalent to those observed after acute sleep deprivation. A statistical model revealed that sleepiness and lapses did not progressively worsen across days of sleep restriction. Ten percent fastest reaction times (i.e., optimal alertness) were not affected by acute or chronic sleep deprivation. Recovery to baseline levels of alertness and performance occurred after 8-hr recovery night. In middle-aged study participants, sleep restriction induced a high increase in sleep propensity but adaptation to chronic sleep restriction occurred beyond day 3 of restriction. This sleepiness attenuation was underestimated by the participants. One recovery night restores daytime sleepiness and cognitive performance deficits induced by acute or chronic sleep deprivation. Philip P; Sagaspe P; Prague M; Tassi P; Capelli A; Bioulac B; Commenges D; Taillard J. Acute versus chronic partial sleep deprivation in middle-aged people: differential effect on performance and sleepiness. SLEEP 2012;35(7):997-1002.
Parasites et parasitoses des poissons
De Kinkelin, Pierre; Morand, Marc; Hedrick, Ronald; Michel, Christian
2014-01-01
Cet ouvrage, richement illustré, offre un panorama représentatif des agents parasitaires rencontrés chez les poissons. S'appuyant sur les nouvelles conceptions de la classification phylogénétique, il met l'accent sur les propriétés biologiques, l'épidémiologie et les conséquences cliniques des groupes d'organismes en cause, à la lumière des avancées cognitives permises par les nouveaux outils de la biologie. Il est destiné à un large public, allant du monde de l'aquaculture à ceux de la santé...
Dualizing the Poisson summation formula.
Duffin, R J; Weinberger, H F
1991-01-01
If f(x) and g(x) are a Fourier cosine transform pair, then the Poisson summation formula can be written as 2sumfrominfinityn = 1g(n) + g(0) = 2sumfrominfinityn = 1f(n) + f(0). The concepts of linear transformation theory lead to the following dual of this classical relation. Let phi(x) and gamma(x) = phi(1/x)/x have absolutely convergent integrals over the positive real line. Let F(x) = sumfrominfinityn = 1phi(n/x)/x - integralinfinity0phi(t)dt and G(x) = sumfrominfinityn = 1gamma (n/x)/x - integralinfinity0 gamma(t)dt. Then F(x) and G(x) are a Fourier cosine transform pair. We term F(x) the "discrepancy" of phi because it is the error in estimating the integral phi of by its Riemann sum with the constant mesh spacing 1/x. PMID:11607208
Singular reduction of Nambu-Poisson manifolds
Das, Apurba
The version of Marsden-Ratiu Poisson reduction theorem for Nambu-Poisson manifolds by a regular foliation have been studied by Ibáñez et al. In this paper, we show that this reduction procedure can be extended to the singular case. Under a suitable notion of Hamiltonian flow on the reduced space, we show that a set of Hamiltonians on a Nambu-Poisson manifold can also be reduced.
On covariant Poisson brackets in classical field theory
International Nuclear Information System (INIS)
Forger, Michael; Salles, Mário O.
2015-01-01
How to give a natural geometric definition of a covariant Poisson bracket in classical field theory has for a long time been an open problem—as testified by the extensive literature on “multisymplectic Poisson brackets,” together with the fact that all these proposals suffer from serious defects. On the other hand, the functional approach does provide a good candidate which has come to be known as the Peierls–De Witt bracket and whose construction in a geometrical setting is now well understood. Here, we show how the basic “multisymplectic Poisson bracket” already proposed in the 1970s can be derived from the Peierls–De Witt bracket, applied to a special class of functionals. This relation allows to trace back most (if not all) of the problems encountered in the past to ambiguities (the relation between differential forms on multiphase space and the functionals they define is not one-to-one) and also to the fact that this class of functionals does not form a Poisson subalgebra
On covariant Poisson brackets in classical field theory
Energy Technology Data Exchange (ETDEWEB)
Forger, Michael [Instituto de Matemática e Estatística, Universidade de São Paulo, Caixa Postal 66281, BR–05315-970 São Paulo, SP (Brazil); Salles, Mário O. [Instituto de Matemática e Estatística, Universidade de São Paulo, Caixa Postal 66281, BR–05315-970 São Paulo, SP (Brazil); Centro de Ciências Exatas e da Terra, Universidade Federal do Rio Grande do Norte, Campus Universitário – Lagoa Nova, BR–59078-970 Natal, RN (Brazil)
2015-10-15
How to give a natural geometric definition of a covariant Poisson bracket in classical field theory has for a long time been an open problem—as testified by the extensive literature on “multisymplectic Poisson brackets,” together with the fact that all these proposals suffer from serious defects. On the other hand, the functional approach does provide a good candidate which has come to be known as the Peierls–De Witt bracket and whose construction in a geometrical setting is now well understood. Here, we show how the basic “multisymplectic Poisson bracket” already proposed in the 1970s can be derived from the Peierls–De Witt bracket, applied to a special class of functionals. This relation allows to trace back most (if not all) of the problems encountered in the past to ambiguities (the relation between differential forms on multiphase space and the functionals they define is not one-to-one) and also to the fact that this class of functionals does not form a Poisson subalgebra.
Meleshko, Sergey V
2005-01-01
Differential equations, especially nonlinear, present the most effective way for describing complex physical processes. Methods for constructing exact solutions of differential equations play an important role in applied mathematics and mechanics. This book aims to provide scientists, engineers and students with an easy-to-follow, but comprehensive, description of the methods for constructing exact solutions of differential equations.
Poisson structure of dynamical systems with three degrees of freedom
Gümral, Hasan; Nutku, Yavuz
1993-12-01
It is shown that the Poisson structure of dynamical systems with three degrees of freedom can be defined in terms of an integrable one-form in three dimensions. Advantage is taken of this fact and the theory of foliations is used in discussing the geometrical structure underlying complete and partial integrability. Techniques for finding Poisson structures are presented and applied to various examples such as the Halphen system which has been studied as the two-monopole problem by Atiyah and Hitchin. It is shown that the Halphen system can be formulated in terms of a flat SL(2,R)-valued connection and belongs to a nontrivial Godbillon-Vey class. On the other hand, for the Euler top and a special case of three-species Lotka-Volterra equations which are contained in the Halphen system as limiting cases, this structure degenerates into the form of globally integrable bi-Hamiltonian structures. The globally integrable bi-Hamiltonian case is a linear and the SL(2,R) structure is a quadratic unfolding of an integrable one-form in 3+1 dimensions. It is shown that the existence of a vector field compatible with the flow is a powerful tool in the investigation of Poisson structure and some new techniques for incorporating arbitrary constants into the Poisson one-form are presented herein. This leads to some extensions, analogous to q extensions, of Poisson structure. The Kermack-McKendrick model and some of its generalizations describing the spread of epidemics, as well as the integrable cases of the Lorenz, Lotka-Volterra, May-Leonard, and Maxwell-Bloch systems admit globally integrable bi-Hamiltonian structure.
Invariants and labels for Lie-Poisson Systems
International Nuclear Information System (INIS)
Thiffeault, J.L.; Morrison, P.J.
1998-04-01
Reduction is a process that uses symmetry to lower the order of a Hamiltonian system. The new variables in the reduced picture are often not canonical: there are no clear variables representing positions and momenta, and the Poisson bracket obtained is not of the canonical type. Specifically, we give two examples that give rise to brackets of the noncanonical Lie-Poisson form: the rigid body and the two-dimensional ideal fluid. From these simple cases, we then use the semidirect product extension of algebras to describe more complex physical systems. The Casimir invariants in these systems are examined, and some are shown to be linked to the recovery of information about the configuration of the system. We discuss a case in which the extension is not a semidirect product, namely compressible reduced MHD, and find for this case that the Casimir invariants lend partial information about the configuration of the system
A Seemingly Unrelated Poisson Regression Model
King, Gary
1989-01-01
This article introduces a new estimator for the analysis of two contemporaneously correlated endogenous event count variables. This seemingly unrelated Poisson regression model (SUPREME) estimator combines the efficiencies created by single equation Poisson regression model estimators and insights from "seemingly unrelated" linear regression models.
Associative and Lie deformations of Poisson algebras
Remm, Elisabeth
2011-01-01
Considering a Poisson algebra as a non associative algebra satisfying the Markl-Remm identity, we study deformations of Poisson algebras as deformations of this non associative algebra. This gives a natural interpretation of deformations which preserves the underlying associative structure and we study deformations which preserve the underlying Lie algebra.
A regularization method for solving the Poisson equation for mixed unbounded-periodic domains
DEFF Research Database (Denmark)
Spietz, Henrik Juul; Mølholm Hejlesen, Mads; Walther, Jens Honoré
2018-01-01
the regularized unbounded-periodic Green's functions can be implemented in an FFT-based Poisson solver to obtain a convergence rate corresponding to the regularization order of the Green's function. The high order is achieved without any additional computational cost from the conventional FFT-based Poisson solver...... and enables the calculation of the derivative of the solution to the same high order by direct spectral differentiation. We illustrate an application of the FFT-based Poisson solver by using it with a vortex particle mesh method for the approximation of incompressible flow for a problem with a single periodic...
Reference manual for the POISSON/SUPERFISH Group of Codes
Energy Technology Data Exchange (ETDEWEB)
1987-01-01
The POISSON/SUPERFISH Group codes were set up to solve two separate problems: the design of magnets and the design of rf cavities in a two-dimensional geometry. The first stage of either problem is to describe the layout of the magnet or cavity in a way that can be used as input to solve the generalized Poisson equation for magnets or the Helmholtz equations for cavities. The computer codes require that the problems be discretized by replacing the differentials (dx,dy) by finite differences ({delta}X,{delta}Y). Instead of defining the function everywhere in a plane, the function is defined only at a finite number of points on a mesh in the plane.
Constructions and classifications of projective Poisson varieties
Pym, Brent
2018-03-01
This paper is intended both as an introduction to the algebraic geometry of holomorphic Poisson brackets, and as a survey of results on the classification of projective Poisson manifolds that have been obtained in the past 20 years. It is based on the lecture series delivered by the author at the Poisson 2016 Summer School in Geneva. The paper begins with a detailed treatment of Poisson surfaces, including adjunction, ruled surfaces and blowups, and leading to a statement of the full birational classification. We then describe several constructions of Poisson threefolds, outlining the classification in the regular case, and the case of rank-one Fano threefolds (such as projective space). Following a brief introduction to the notion of Poisson subspaces, we discuss Bondal's conjecture on the dimensions of degeneracy loci on Poisson Fano manifolds. We close with a discussion of log symplectic manifolds with simple normal crossings degeneracy divisor, including a new proof of the classification in the case of rank-one Fano manifolds.
Energy Technology Data Exchange (ETDEWEB)
Dissing, Thomas H.; Mikkelsen, Mette Marie; Pedersen, Michael; Froekiaer, Joergen; Djurhuus, Jens Christian [University of Aarhus, Institute of Clinical Medicine, Aarhus (Denmark); Eskild-Jensen, Anni [Aarhus University Hospital, Department of Nuclear Medicine, Aarhus Sygehus, Aarhus (Denmark); Gordon, Isky [University College London, Institute of Child Health, London (United Kingdom); University College London, Radiology and Physics Unit, Institute of Child Health, London (United Kingdom)
2008-09-15
We investigated the functional consequences of relieving ureteric obstruction in young pigs with experimental hydronephrosis (HN) induced by partial unilateral ureteropelvic obstruction. Three groups of animals were followed from the age of 2 weeks to the age of 14 weeks: Eight animals had severe or grades 3-4 HN throughout the study. Six animals had relief of the obstruction after 4 weeks. Six animals received sham operations at both ages. Morphological and functional examinations were performed at age 6 weeks and again at age 14 weeks and consisted of magnetic resonance imaging (MRI), technetium-diethylenetriaminepentaaceticacid ({sup 99m}Tc-DTPA) renography, renal technetium-dimercaptosuccinicacid ({sup 99m}Tc-DMSA) scintigraphy, and glomerular filtration rate (GFR) measurement. After relief of the partial obstruction, there was reduction of the pelvic diameter and improvement of urinary drainage. Global and relative kidney function was not significantly affected by either obstruction or its relief. Renal {sup 99m}Tc-DMSA scintigraphy showed a change in both the appearance of the kidney and a change in the distribution within kidneys even after relief of obstruction. This study shows that partial ureteric obstruction in young pigs may be associated with little effect on global and differential kidney function. However, even after relief of HN, the distribution of {sup 99m}Tc-DMSA in the kidney remains abnormal suggesting that a normal differential renal function may not represent a normal kidney. (orig.)
Lobo, Lucas Da Gama; Fessell, David P; Miller, Bruce S; Kelly, Aine; Lee, Jee Young; Brandon, Catherine; Jacobson, Jon A
2013-01-01
The purpose of this study was to determine the accuracy of ultrasound for distinguishing complete rupture of the distal biceps tendon versus partial tear and versus a normal biceps tendon. Surgical findings were used as the reference standard in cases of tear. Clinical follow-up was used to assess the normal tendons. The study population consisted of 45 consecutive elbow ultrasound cases with surgical confirmation and six cases of a clinically normal distal biceps tendon that underwent elbow ultrasound for suspicion of injury to a structure other than the biceps tendon. Cases underwent consensus review by two fellowship-trained musculoskeletal radiologists. Tendons were classified as normal biceps tendon, partial tear, or complete tear. The presence or absence of posterior acoustic shadowing at the distal biceps tendon was also assessed. The ultrasound findings were then compared with the surgical findings and clinical follow-up. Ultrasound showed 95% sensitivity, 71% specificity, and 91% accuracy for the diagnosis of complete versus partial distal biceps tendon tears. Posterior acoustic shadowing at the distal biceps had sensitivity of 97% and accuracy of 91% for indicating complete tear versus partial tear and sensitivity of 97%, specificity of 100%, and accuracy of 98% for indicating complete tear versus normal tendon. Ultrasound can play a role in the diagnosis of elbow injuries when a distal biceps brachii tendon tear is suspected.
The Poisson equation on Klein surfaces
Directory of Open Access Journals (Sweden)
Monica Rosiu
2016-04-01
Full Text Available We obtain a formula for the solution of the Poisson equation with Dirichlet boundary condition on a region of a Klein surface. This formula reveals the symmetric character of the solution.
Poisson point processes imaging, tracking, and sensing
Streit, Roy L
2010-01-01
This overview of non-homogeneous and multidimensional Poisson point processes and their applications features mathematical tools and applications from emission- and transmission-computed tomography to multiple target tracking and distributed sensor detection.
Boarder, M R; Feldon, J; Gray, J A; Fillenz, M
1979-12-01
Previous experiments have implicated ascending noradrenergic systems in the development of the behavioural responses to different patterns of reward. In this report food deprived male Sprague--Dawley rats were trained to run a straight alley for good reward on a continuous reinforcement (CRF) or a partial reinforcement (PRF) schedule. Tyrosine hydroxylase measured in a partially solubilized preparation from hippocampus and hypothalamus at the end of acquisition was not different from controls, indicating that enzyme induction does not occur during either training schedules. However, hippocampal synaptosomal tyrosine hydroxylation rates from the CRF group was significantly higher than from either the PRF group or the handled controls. This indicates that at the end of the acquisition schedule the noradrenergic projection to hippocampus was more active in the CRF group than with the PRF group or the handled control.
Multilevel Methods for the Poisson-Boltzmann Equation
Holst, Michael Jay
We consider the numerical solution of the Poisson -Boltzmann equation (PBE), a three-dimensional second order nonlinear elliptic partial differential equation arising in biophysics. This problem has several interesting features impacting numerical algorithms, including discontinuous coefficients representing material interfaces, rapid nonlinearities, and three spatial dimensions. Similar equations occur in various applications, including nuclear physics, semiconductor physics, population genetics, astrophysics, and combustion. In this thesis, we study the PBE, discretizations, and develop multilevel-based methods for approximating the solutions of these types of equations. We first outline the physical model and derive the PBE, which describes the electrostatic potential of a large complex biomolecule lying in a solvent. We next study the theoretical properties of the linearized and nonlinear PBE using standard function space methods; since this equation has not been previously studied theoretically, we provide existence and uniqueness proofs in both the linearized and nonlinear cases. We also analyze box-method discretizations of the PBE, establishing several properties of the discrete equations which are produced. In particular, we show that the discrete nonlinear problem is well-posed. We study and develop linear multilevel methods for interface problems, based on algebraic enforcement of Galerkin or variational conditions, and on coefficient averaging procedures. Using a stencil calculus, we show that in certain simplified cases the two approaches are equivalent, with different averaging procedures corresponding to different prolongation operators. We also develop methods for nonlinear problems based on a nonlinear multilevel method, and on linear multilevel methods combined with a globally convergent damped-inexact-Newton method. We derive a necessary and sufficient descent condition for the inexact-Newton direction, enabling the development of extremely
Numerical solution of dynamic equilibrium models under Poisson uncertainty
DEFF Research Database (Denmark)
Posch, Olaf; Trimborn, Timo
2013-01-01
We propose a simple and powerful numerical algorithm to compute the transition process in continuous-time dynamic equilibrium models with rare events. In this paper we transform the dynamic system of stochastic differential equations into a system of functional differential equations...... of the retarded type. We apply the Waveform Relaxation algorithm, i.e., we provide a guess of the policy function and solve the resulting system of (deterministic) ordinary differential equations by standard techniques. For parametric restrictions, analytical solutions to the stochastic growth model and a novel...... solution to Lucas' endogenous growth model under Poisson uncertainty are used to compute the exact numerical error. We show how (potential) catastrophic events such as rare natural disasters substantially affect the economic decisions of households....
Directory of Open Access Journals (Sweden)
Milena Netka
2009-01-01
Full Text Available The paper is concerned with weak solutions of a generalized Cauchy problem for a nonlinear system of first order differential functional equations. A theorem on the uniqueness of a solution is proved. Nonlinear estimates of the Perron type are assumed. A method of integral functional inequalities is used.
Hughes, John R
2007-12-01
The goal of this report is to review all aspects of sleepwalking (SW), also known as somnambulism. Various factors seem to initiate SW, especially drugs, stress, and sleep deprivation. As an etiology, heredity is important, but other conditions include thyrotoxicosis, stress, and herpes simplex encephalitis. Psychological characteristics of sleepwalkers often include aggression, anxiety, panic disorder, and hysteria. Polysomnographic characteristics emphasize abnormal deep sleep associated with arousal and slow wave sleep fragmentation. In the differential diagnosis, the EEG is important to properly identify a seizure disorder, rather than SW. Associated disorders are Tourette's syndrome, sleep-disordered breathing, and migraine. Various kinds of treatment are discussed, as are legal considerations, especially murder during sleepwalking.
Directory of Open Access Journals (Sweden)
Ondrej eLibiger
2015-12-01
Full Text Available It is now feasible to examine the composition and diversity of microbial communities (i.e., `microbiomes‘ that populate different human organs and orifices using DNA sequencing and related technologies. To explore the potential links between changes in microbial communities and various diseases in the human body, it is essential to test associations involving different species within and across microbiomes, environmental settings and disease states. Although a number of statistical techniques exist for carrying out relevant analyses, it is unclear which of these techniques exhibit the greatest statistical power to detect associations given the complexity of most microbiome datasets. We compared the statistical power of principal component regression, partial least squares regression, regularized regression, distance-based regression, Hill's diversity measures, and a modified test implemented in the popular and widely used microbiome analysis methodology 'Metastats‘ across a wide range of simulated scenarios involving changes in feature abundance between two sets of metagenomic samples. For this purpose, simulation studies were used to change the abundance of microbial species in a real dataset from a published study examining human hands. Each technique was applied to the same data, and its ability to detect the simulated change in abundance was assessed. We hypothesized that a small subset of methods would outperform the rest in terms of the statistical power. Indeed, we found that the Metastats technique modified to accommodate multivariate analysis and partial least squares regression yielded high power under the models and data sets we studied. The statistical power of diversity measure-based tests, distance-based regression and regularized regression was significantly lower. Our results provide insight into powerful analysis strategies that utilize information on species counts from large microbiome data sets exhibiting skewed frequency
Directory of Open Access Journals (Sweden)
Tarikul Islam
2018-03-01
Full Text Available In this article, the analytical solutions to the space-time fractional foam drainage equation and the space-time fractional symmetric regularized long wave (SRLW equation are successfully examined by the recently established rational (G′/G-expansion method. The suggested equations are reduced into the nonlinear ordinary differential equations with the aid of the fractional complex transform. Consequently, the theories of the ordinary differential equations are implemented effectively. Three types closed form traveling wave solutions, such as hyperbolic function, trigonometric function and rational, are constructed by using the suggested method in the sense of conformable fractional derivative. The obtained solutions might be significant to analyze the depth and spacing of parallel subsurface drain and small-amplitude long wave on the surface of the water in a channel. It is observed that the performance of the rational (G′/G-expansion method is reliable and will be used to establish new general closed form solutions for any other NPDEs of fractional order.
Estimation of Poisson noise in spatial domain
Švihlík, Jan; Fliegel, Karel; Vítek, Stanislav; Kukal, Jaromír.; Krbcová, Zuzana
2017-09-01
This paper deals with modeling of astronomical images in the spatial domain. We consider astronomical light images contaminated by the dark current which is modeled by Poisson random process. Dark frame image maps the thermally generated charge of the CCD sensor. In this paper, we solve the problem of an addition of two Poisson random variables. At first, the noise analysis of images obtained from the astronomical camera is performed. It allows estimating parameters of the Poisson probability mass functions in every pixel of the acquired dark frame. Then the resulting distributions of the light image can be found. If the distributions of the light image pixels are identified, then the denoising algorithm can be applied. The performance of the Bayesian approach in the spatial domain is compared with the direct approach based on the method of moments and the dark frame subtraction.
Selective Contrast Adjustment by Poisson Equation
Directory of Open Access Journals (Sweden)
Ana-Belen Petro
2013-09-01
Full Text Available Poisson Image Editing is a new technique permitting to modify the gradient vector field of an image, and then to recover an image with a gradient approaching this modified gradient field. This amounts to solve a Poisson equation, an operation which can be efficiently performed by Fast Fourier Transform (FFT. This paper describes an algorithm applying this technique, with two different variants. The first variant enhances the contrast by increasing the gradient in the dark regions of the image. This method is well adapted to images with back light or strong shadows, and reveals details in the shadows. The second variant of the same Poisson technique enhances all small gradients in the image, thus also sometimes revealing details and texture.
Poisson-Jacobi reduction of homogeneous tensors
International Nuclear Information System (INIS)
Grabowski, J; Iglesias, D; Marrero, J C; Padron, E; Urbanski, P
2004-01-01
The notion of homogeneous tensors is discussed. We show that there is a one-to-one correspondence between multivector fields on a manifold M, homogeneous with respect to a vector field Δ on M, and first-order polydifferential operators on a closed submanifold N of codimension 1 such that Δ is transversal to N. This correspondence relates the Schouten-Nijenhuis bracket of multivector fields on M to the Schouten-Jacobi bracket of first-order polydifferential operators on N and generalizes the Poissonization of Jacobi manifolds. Actually, it can be viewed as a super-Poissonization. This procedure of passing from a homogeneous multivector field to a first-order polydifferential operator can also be understood as a sort of reduction; in the standard case-a half of a Poisson reduction. A dual version of the above correspondence yields in particular the correspondence between Δ-homogeneous symplectic structures on M and contact structures on N
Evaluating the double Poisson generalized linear model.
Zou, Yaotian; Geedipally, Srinivas Reddy; Lord, Dominique
2013-10-01
The objectives of this study are to: (1) examine the applicability of the double Poisson (DP) generalized linear model (GLM) for analyzing motor vehicle crash data characterized by over- and under-dispersion and (2) compare the performance of the DP GLM with the Conway-Maxwell-Poisson (COM-Poisson) GLM in terms of goodness-of-fit and theoretical soundness. The DP distribution has seldom been investigated and applied since its first introduction two decades ago. The hurdle for applying the DP is related to its normalizing constant (or multiplicative constant) which is not available in closed form. This study proposed a new method to approximate the normalizing constant of the DP with high accuracy and reliability. The DP GLM and COM-Poisson GLM were developed using two observed over-dispersed datasets and one observed under-dispersed dataset. The modeling results indicate that the DP GLM with its normalizing constant approximated by the new method can handle crash data characterized by over- and under-dispersion. Its performance is comparable to the COM-Poisson GLM in terms of goodness-of-fit (GOF), although COM-Poisson GLM provides a slightly better fit. For the over-dispersed data, the DP GLM performs similar to the NB GLM. Considering the fact that the DP GLM can be easily estimated with inexpensive computation and that it is simpler to interpret coefficients, it offers a flexible and efficient alternative for researchers to model count data. Copyright © 2013 Elsevier Ltd. All rights reserved.
Equilibrium stochastic dynamics of Poisson cluster ensembles
Directory of Open Access Journals (Sweden)
L.Bogachev
2008-06-01
Full Text Available The distribution μ of a Poisson cluster process in Χ=Rd (with n-point clusters is studied via the projection of an auxiliary Poisson measure in the space of configurations in Χn, with the intensity measure being the convolution of the background intensity (of cluster centres with the probability distribution of a generic cluster. We show that μ is quasi-invariant with respect to the group of compactly supported diffeomorphisms of Χ, and prove an integration by parts formula for μ. The corresponding equilibrium stochastic dynamics is then constructed using the method of Dirichlet forms.
White Noise of Poisson Random Measures
Proske, Frank; Øksendal, Bernt
2002-01-01
We develop a white noise theory for Poisson random measures associated with a Lévy process. The starting point of this theory is a chaos expansion with kernels of polynomial type. We use this to construct the white noise of a Poisson random measure, which takes values in a certain distribution space. Then we show, how a Skorohod/Itô integral for point processes can be represented by a Bochner integral in terms of white noise of the random measure and a Wick product. Further, we apply these co...
Bayesian regression of piecewise homogeneous Poisson processes
Directory of Open Access Journals (Sweden)
Diego Sevilla
2015-12-01
Full Text Available In this paper, a Bayesian method for piecewise regression is adapted to handle counting processes data distributed as Poisson. A numerical code in Mathematica is developed and tested analyzing simulated data. The resulting method is valuable for detecting breaking points in the count rate of time series for Poisson processes. Received: 2 November 2015, Accepted: 27 November 2015; Edited by: R. Dickman; Reviewed by: M. Hutter, Australian National University, Canberra, Australia.; DOI: http://dx.doi.org/10.4279/PIP.070018 Cite as: D J R Sevilla, Papers in Physics 7, 070018 (2015
Directory of Open Access Journals (Sweden)
Richard J Flannery
2012-12-01
Full Text Available N-cadherin is a calcium-sensitive cell adhesion molecule commonly expressed at synaptic junctions and contributes to formation and maturation of synaptic contacts. This study used heterologous cell cultures of brainstem cholinergic neurons and transfected Chinese Hamster Ovary (CHO cells to examine whether N-cadherin is sufficient to induce differentiation of cholinergic presynaptic terminals. Brainstem nuclei isolated from transgenic mice expressing EGFP under the control of choline acetyltransferase transcriptional regulatory elements (ChATBACEGFP were cultured as tissue explants for five days and cocultured with transfected CHO cells for an additional two days. Immunostaining for synaptic vesicle proteins SV2 and synapsin I revealed a ~3-fold increase in the area of SV2 immunolabeling over N-cadherin expressing CHO cells, and this effect was enhanced by coexpression of p120-catenin. Synapsin I immunolabeling per axon length was also increased on N-cadherin expressing CHO cells but required coexpression of p120-catenin. To determine whether N-cadherin induces formation of neurotransmitter release sites, whole-cell voltage-clamp recordings of CHO cells expressing alpha-3 and beta-4 nicotinic acetylcholine receptor (nAChR subunits in contact with cholinergic axons were used to monitor excitatory postsynaptic potentials (EPSPs and miniature EPSPs (mEPSPs. EPSPs and mEPSPs were not detected in both, control and in N-cadherin expressing CHO cells in the absence or presence of tetrodotoxin. These results indicate that expression of N-cadherin in non-neuronal cells is sufficient to initiate differentiation of presynaptic cholinergic terminals by inducing accumulation of synaptic vesicles; however, development of readily detectable mature cholinergic release sites and/or clustering of postsynaptic nAChR may require expression of additional synaptogenic proteins.
Energy Technology Data Exchange (ETDEWEB)
Sternberg, K.
2007-02-08
Molten carbonate fuel cells (MCFCs) allow an efficient and environmentally friendly energy production by converting the chemical energy contained in the fuel gas in virtue of electro-chemical reactions. In order to predict the effect of the electro-chemical reactions and to control the dynamical behavior of the fuel cell a mathematical model has to be found. The molten carbonate fuel cell (MCFC) can indeed be described by a highly complex,large scale, semi-linear system of partial differential algebraic equations. This system includes a reaction-diffusion-equation of parabolic type, several reaction-transport-equations of hyperbolic type, several ordinary differential equations and finally a system of integro-differential algebraic equations which describes the nonlinear non-standard boundary conditions for the entire partial differential algebraic equation system (PDAE-system). The existence of an analytical or the computability of a numerical solution for this high-dimensional PDAE-system depends on the kind of the differential equations and their special characteristics. Apart from theoretical investigations, the real process has to be controlled, more precisely optimally controlled. Hence, on the basis of the PDAE-system an optimal control problem is set up, whose analytical and numerical solvability is closely linked to the solvability of the PDAE-system. Moreover the solution of that optimal control problem is made more difficult by inaccuracies in the underlying database, which does not supply sufficiently accurate values for the model parameters. Therefore the optimal control problem must also be investigated with respect to small disturbances of model parameters. The aim of this work is to analyze the relevant dynamic behavior of MCFCs and to develop concepts for their optimal process control. Therefore this work is concerned with the simulation, the optimal control and the sensitivity analysis of a mathematical model for MCDCs, which can be characterized
Weatherford, C. A.; Onda, K.; Temkin, A.
1985-01-01
The noniterative partial-differential-equation (PDE) approach to electron-molecule scattering of Onda and Temkin (1983) is modified to account for the effects of exchange explicitly. The exchange equation is reduced to a set of inhomogeneous equations containing no integral terms and solved noniteratively in a difference form; a method for propagating the solution to large values of r is described; the changes in the polarization potential of the original PDE method required by the inclusion of exact static exchange are indicated; and the results of computations for e-N2 scattering in the fixed-nuclei approximation are presented in tables and graphs and compared with previous calculations and experimental data. Better agreement is obtained using the modified PDE method.
Energy Technology Data Exchange (ETDEWEB)
Gender, S.J.; Burchell, J.M.; Duhig, T.; Lamport, D.; White, R.; Parker, M.; Taylor-Papadimitriou, J.
1987-09-01
Human mammary epithelial cells secrete and express on their cell surfaces complex mucin glycoproteins that are developmentally regulated, tumor-associated, and highly immunogenic. Studies using monoclonal antibodies directed to these glycoproteins suggest that their molecular structures can vary with differentiation stages in the normal gland and in malignancy. To analyze the molecular nature of these glycoproteins, milk mucin was affinity-purifed and deglycosylated with hydrogen fluoride, yielding bands at 68 and 72 kDa on silver-stained gels. Polyclonal and monoclonal antibodies to the stripped core protein were developed and used to screen a lambdagt11 expression library of cDNA made from mRNA of the mammary tumor cell line MCF-7. Seven crossreacting clones were isolated, with inserts 0.1-1.8 kilobases long. RNA blot analysis, using as a probe the 1.8-kilobase insert subcloned in plasmid pUC8 (pMUC10), revealed transcripts of 4.7 and 6.4 kilobases in MCF-7 and T47D mammary tumor cells, whereas normal mammary epithelial cells from pooled milks have additional transcripts. The expression of mRNA correlates with antigen expression as determined by binding of two previously characterized anti-mucin monoclonal antibodies (HMFG-1 and HMFG-2) to seven cell lines. Restriction enzyme analysis detected a restriction fragment length polymorphism when human genomic DNA was digested with EcoRI or HinfI.
Ren, Quan-Guang; Huang, Tao; Yang, Sheng-Li; Hu, Jian-Li
2017-02-01
Metastasis is the primary cause of death among patients with colon cancer. However, the number of available studies regarding oral cavity metastases from colon cancer is currently limited. We herein report an unusual case of a 60-year-old male patient who developed an oral cavity metastasis from colon cancer. A total of 12 clinical case studies reporting colon cancer metastases to the mandibular gingival region were also reviewed, with the aim to elucidate the clinical and pathological characteristics of this disease entity in order to improve clinical diagnosis and treatment. It was demonstrated that patients with oral cavity metastases from colon cancer were predominantly in the sixth or seventh decades of life. The mandible was the main site of metastatic tumors to the oral cavity, while the occurrence of gingival metastases was comparatively rare. Moreover, the diagnoses of an oral metastatic tumor and primary colon cancer were often synchronous and were frequently accompanied with metastases to other organs. Several key aspects were suggested that should be accounted for when diagnosing colon cancer patients, including focusing attention to oral symptoms when examining cancer patients, utilizing a multidisciplinary approach for differential diagnosis and utilizing postoperative pathological examination to accurately diagnose the type of tumor and optimize the efficacy of treatment.
Spatial Nonhomogeneous Poisson Process in Corrosion Management
López De La Cruz, J.; Kuniewski, S.P.; Van Noortwijk, J.M.; Guriérrez, M.A.
2008-01-01
A method to test the assumption of nonhomogeneous Poisson point processes is implemented to analyze corrosion pit patterns. The method is calibrated with three artificially generated patterns and manages to accurately assess whether a pattern distribution is random, regular, or clustered. The
Efficient information transfer by Poisson neurons
Czech Academy of Sciences Publication Activity Database
Košťál, Lubomír; Shinomoto, S.
2016-01-01
Roč. 13, č. 3 (2016), s. 509-520 ISSN 1547-1063 R&D Projects: GA ČR(CZ) GA15-08066S Institutional support: RVO:67985823 Keywords : information capacity * Poisson neuron * metabolic cost * decoding error Subject RIV: BD - Theory of Information Impact factor: 1.035, year: 2016
Natural Poisson structures of nonlinear plasma dynamics
International Nuclear Information System (INIS)
Kaufman, A.N.
1982-06-01
Hamiltonian field theories, for models of nonlinear plasma dynamics, require a Poisson bracket structure for functionals of the field variables. These are presented, applied, and derived for several sets of field variables: coherent waves, incoherent waves, particle distributions, and multifluid electrodynamics. Parametric coupling of waves and plasma yields concise expressions for ponderomotive effects (in kinetic and fluid models) and for induced scattering
Natural Poisson structures of nonlinear plasma dynamics
International Nuclear Information System (INIS)
Kaufman, A.N.
1982-01-01
Hamiltonian field theories, for models of nonlinear plasma dynamics, require a Poisson bracket structure for functionals of the field variables. These are presented, applied, and derived for several sets of field variables: coherent waves, incoherent waves, particle distributions, and multifluid electrodynamics. Parametric coupling of waves and plasma yields concise expressions for ponderomotive effects (in kinetic and fluid models) and for induced scattering. (Auth.)
Poisson brackets for fluids and plasmas
International Nuclear Information System (INIS)
Morrison, P.J.
1982-01-01
Noncanonical yet Hamiltonian descriptions are presented of many of the non-dissipative field equations that govern fluids and plasmas. The dynamical variables are the usually encountered physical variables. These descriptions have the advantage that gauge conditions are absent, but at the expense of introducing peculiar Poisson brackets. Clebsch-like potential descriptions that reverse this situations are also introduced
Almost Poisson integration of rigid body systems
International Nuclear Information System (INIS)
Austin, M.A.; Krishnaprasad, P.S.; Li-Sheng Wang
1993-01-01
In this paper we discuss the numerical integration of Lie-Poisson systems using the mid-point rule. Since such systems result from the reduction of hamiltonian systems with symmetry by lie group actions, we also present examples of reconstruction rules for the full dynamics. A primary motivation is to preserve in the integration process, various conserved quantities of the original dynamics. A main result of this paper is an O(h 3 ) error estimate for the Lie-Poisson structure, where h is the integration step-size. We note that Lie-Poisson systems appear naturally in many areas of physical science and engineering, including theoretical mechanics of fluids and plasmas, satellite dynamics, and polarization dynamics. In the present paper we consider a series of progressively complicated examples related to rigid body systems. We also consider a dissipative example associated to a Lie-Poisson system. The behavior of the mid-point rule and an associated reconstruction rule is numerically explored. 24 refs., 9 figs
Dimensional reduction for generalized Poisson brackets
Acatrinei, Ciprian Sorin
2008-02-01
We discuss dimensional reduction for Hamiltonian systems which possess nonconstant Poisson brackets between pairs of coordinates and between pairs of momenta. The associated Jacobi identities imply that the dimensionally reduced brackets are always constant. Some examples are given alongside the general theory.
Affine Poisson Groups and WZW Model
Directory of Open Access Journals (Sweden)
Ctirad Klimcík
2008-01-01
Full Text Available We give a detailed description of a dynamical system which enjoys a Poisson-Lie symmetry with two non-isomorphic dual groups. The system is obtained by taking the q → ∞ limit of the q-deformed WZW model and the understanding of its symmetry structure results in uncovering an interesting duality of its exchange relations.
A generalized Poisson and Poisson-Boltzmann solver for electrostatic environments
Energy Technology Data Exchange (ETDEWEB)
Fisicaro, G., E-mail: giuseppe.fisicaro@unibas.ch; Goedecker, S. [Department of Physics, University of Basel, Klingelbergstrasse 82, 4056 Basel (Switzerland); Genovese, L. [University of Grenoble Alpes, CEA, INAC-SP2M, L-Sim, F-38000 Grenoble (France); Andreussi, O. [Institute of Computational Science, Università della Svizzera Italiana, Via Giuseppe Buffi 13, CH-6904 Lugano (Switzerland); Theory and Simulations of Materials (THEOS) and National Centre for Computational Design and Discovery of Novel Materials (MARVEL), École Polytechnique Fédérale de Lausanne, Station 12, CH-1015 Lausanne (Switzerland); Marzari, N. [Theory and Simulations of Materials (THEOS) and National Centre for Computational Design and Discovery of Novel Materials (MARVEL), École Polytechnique Fédérale de Lausanne, Station 12, CH-1015 Lausanne (Switzerland)
2016-01-07
The computational study of chemical reactions in complex, wet environments is critical for applications in many fields. It is often essential to study chemical reactions in the presence of applied electrochemical potentials, taking into account the non-trivial electrostatic screening coming from the solvent and the electrolytes. As a consequence, the electrostatic potential has to be found by solving the generalized Poisson and the Poisson-Boltzmann equations for neutral and ionic solutions, respectively. In the present work, solvers for both problems have been developed. A preconditioned conjugate gradient method has been implemented for the solution of the generalized Poisson equation and the linear regime of the Poisson-Boltzmann, allowing to solve iteratively the minimization problem with some ten iterations of the ordinary Poisson equation solver. In addition, a self-consistent procedure enables us to solve the non-linear Poisson-Boltzmann problem. Both solvers exhibit very high accuracy and parallel efficiency and allow for the treatment of periodic, free, and slab boundary conditions. The solver has been integrated into the BigDFT and Quantum-ESPRESSO electronic-structure packages and will be released as an independent program, suitable for integration in other codes.
A generalized Poisson and Poisson-Boltzmann solver for electrostatic environments
International Nuclear Information System (INIS)
Fisicaro, G.; Goedecker, S.; Genovese, L.; Andreussi, O.; Marzari, N.
2016-01-01
The computational study of chemical reactions in complex, wet environments is critical for applications in many fields. It is often essential to study chemical reactions in the presence of applied electrochemical potentials, taking into account the non-trivial electrostatic screening coming from the solvent and the electrolytes. As a consequence, the electrostatic potential has to be found by solving the generalized Poisson and the Poisson-Boltzmann equations for neutral and ionic solutions, respectively. In the present work, solvers for both problems have been developed. A preconditioned conjugate gradient method has been implemented for the solution of the generalized Poisson equation and the linear regime of the Poisson-Boltzmann, allowing to solve iteratively the minimization problem with some ten iterations of the ordinary Poisson equation solver. In addition, a self-consistent procedure enables us to solve the non-linear Poisson-Boltzmann problem. Both solvers exhibit very high accuracy and parallel efficiency and allow for the treatment of periodic, free, and slab boundary conditions. The solver has been integrated into the BigDFT and Quantum-ESPRESSO electronic-structure packages and will be released as an independent program, suitable for integration in other codes
Prescription-induced jump distributions in multiplicative Poisson processes
Suweis, Samir; Porporato, Amilcare; Rinaldo, Andrea; Maritan, Amos
2011-06-01
Generalized Langevin equations (GLE) with multiplicative white Poisson noise pose the usual prescription dilemma leading to different evolution equations (master equations) for the probability distribution. Contrary to the case of multiplicative Gaussian white noise, the Stratonovich prescription does not correspond to the well-known midpoint (or any other intermediate) prescription. By introducing an inertial term in the GLE, we show that the Itô and Stratonovich prescriptions naturally arise depending on two time scales, one induced by the inertial term and the other determined by the jump event. We also show that, when the multiplicative noise is linear in the random variable, one prescription can be made equivalent to the other by a suitable transformation in the jump probability distribution. We apply these results to a recently proposed stochastic model describing the dynamics of primary soil salinization, in which the salt mass balance within the soil root zone requires the analysis of different prescriptions arising from the resulting stochastic differential equation forced by multiplicative white Poisson noise, the features of which are tailored to the characters of the daily precipitation. A method is finally suggested to infer the most appropriate prescription from the data.
Poisson/Superfish codes for personal computers
International Nuclear Information System (INIS)
Humphries, S.
1992-01-01
The Poisson/Superfish codes calculate static E or B fields in two-dimensions and electromagnetic fields in resonant structures. New versions for 386/486 PCs and Macintosh computers have capabilities that exceed the mainframe versions. Notable improvements are interactive graphical post-processors, improved field calculation routines, and a new program for charged particle orbit tracking. (author). 4 refs., 1 tab., figs
Elementary derivation of Poisson structures for fluid dynamics and electrodynamics
International Nuclear Information System (INIS)
Kaufman, A.N.
1982-01-01
The canonical Poisson structure of the microscopic Lagrangian is used to deduce the noncanonical Poisson structure for the macroscopic Hamiltonian dynamics of a compressible neutral fluid and of fluid electrodynamics
Poisson Plus Quantification for Digital PCR Systems.
Majumdar, Nivedita; Banerjee, Swapnonil; Pallas, Michael; Wessel, Thomas; Hegerich, Patricia
2017-08-29
Digital PCR, a state-of-the-art nucleic acid quantification technique, works by spreading the target material across a large number of partitions. The average number of molecules per partition is estimated using Poisson statistics, and then converted into concentration by dividing by partition volume. In this standard approach, identical partition sizing is assumed. Violations of this assumption result in underestimation of target quantity, when using Poisson modeling, especially at higher concentrations. The Poisson-Plus Model accommodates for this underestimation, if statistics of the volume variation are well characterized. The volume variation was measured on the chip array based QuantStudio 3D Digital PCR System using the ROX fluorescence level as a proxy for effective load volume per through-hole. Monte Carlo simulations demonstrate the efficacy of the proposed correction. Empirical measurement of model parameters characterizing the effective load volume on QuantStudio 3D Digital PCR chips is presented. The model was used to analyze digital PCR experiments and showed improved accuracy in quantification. At the higher concentrations, the modeling must take effective fill volume variation into account to produce accurate estimates. The extent of the difference from the standard to the new modeling is positively correlated to the extent of fill volume variation in the effective load of your reactions.
A regularization method for solving the Poisson equation for mixed unbounded-periodic domains
Juul Spietz, Henrik; Mølholm Hejlesen, Mads; Walther, Jens Honoré
2018-03-01
Regularized Green's functions for mixed unbounded-periodic domains are derived. The regularization of the Green's function removes its singularity by introducing a regularization radius which is related to the discretization length and hence imposes a minimum resolved scale. In this way the regularized unbounded-periodic Green's functions can be implemented in an FFT-based Poisson solver to obtain a convergence rate corresponding to the regularization order of the Green's function. The high order is achieved without any additional computational cost from the conventional FFT-based Poisson solver and enables the calculation of the derivative of the solution to the same high order by direct spectral differentiation. We illustrate an application of the FFT-based Poisson solver by using it with a vortex particle mesh method for the approximation of incompressible flow for a problem with a single periodic and two unbounded directions.
Reduction of Nambu-Poisson Manifolds by Regular Distributions
Das, Apurba
2018-03-01
The version of Marsden-Ratiu reduction theorem for Nambu-Poisson manifolds by a regular distribution has been studied by Ibáñez et al. In this paper we show that the reduction is always ensured unless the distribution is zero. Next we extend the more general Falceto-Zambon Poisson reduction theorem for Nambu-Poisson manifolds. Finally, we define gauge transformations of Nambu-Poisson structures and show that these transformations commute with the reduction procedure.
Numerical solution of continuous-time DSGE models under Poisson uncertainty
DEFF Research Database (Denmark)
Posch, Olaf; Trimborn, Timo
We propose a simple and powerful method for determining the transition process in continuous-time DSGE models under Poisson uncertainty numerically. The idea is to transform the system of stochastic differential equations into a system of functional differential equations of the retarded type. We...... then use the Waveform Relaxation algorithm to provide a guess of the policy function and solve the resulting system of ordinary differential equations by standard methods and fix-point iteration. Analytical solutions are provided as a benchmark from which our numerical method can be used to explore broader...... classes of models. We illustrate the algorithm simulating both the stochastic neoclassical growth model and the Lucas model under Poisson uncertainty which is motivated by the Barro-Rietz rare disaster hypothesis. We find that, even for non-linear policy functions, the maximum (absolute) error is very...
International Nuclear Information System (INIS)
Skehan, S.J.; Coates, G.; Otero, C.; O'Donovan, N.; Pelling, M.; Nahmias, C.
2001-01-01
Many studies have reported the use of attenuation-corrected positron emission tomography with 18 F-fluorodeoxyglucose (FDG PET) with full-ring tomographs to differentiate between benign and malignant pulmonary nodules. We sought to evaluate FDG PET using a partial-ring tomograph without attenuation correction. A retrospective review of PET images from 77 patients (range 38-84 years of age) with proven benign or malignant pulmonary nodules was undertaken. All images were obtained using a Siemens/CTI ECAT ART tomograph, without attenuation correction, after 185 MBq 18 F-FDG was injected. Images were visually graded on a 5-point scale from 'definitely malignant' to 'definitely benign,' and lesion-to-background (LB) ratios were calculated using region of interest analysis. Visual and semiquantitative analyses were compared using receiver operating characteristic analysis. Twenty lesions were benign and 57 were malignant. The mean LB ratio for benign lesions was 1.5 (range 1.0-5.7) and for malignant lesions 5.7 (range 1.2-14.1) (p < 0.001). The area under the ROC curve for LB ratio analysis was 0.95, and for visual analysis 0.91 (p = 0.39). The optimal cut-off ratio with LB ratio analysis was 1.8, giving a sensitivity of 95% and a specificity of 85%. For lesions thought to be 'definitely malignant' on visual analysis, the sensitivity was 93% and the specificity 85%. Three proven infective lesions were rated as malignant by both techniques (LB ratio 2.6-5.7). FDG PET without attenuation correction is accurate for differentiating between benign and malignant lung nodules. Results using simple LB ratios without attenuation correction compare favourably with the published sensitivity and specificity for standard uptake ratios. Visual analysis is equally accurate. (author)
Lectures on partial differential equations
Petrovsky, I G
1992-01-01
Graduate-level exposition by noted Russian mathematician offers rigorous, transparent, highly readable coverage of classification of equations, hyperbolic equations, elliptic equations and parabolic equations. Wealth of commentary and insight invaluable for deepening understanding of problems considered in text. Translated from the Russian by A. Shenitzer.
Analysis of overdispersed count data by mixtures of Poisson variables and Poisson processes.
Hougaard, P; Lee, M L; Whitmore, G A
1997-12-01
Count data often show overdispersion compared to the Poisson distribution. Overdispersion is typically modeled by a random effect for the mean, based on the gamma distribution, leading to the negative binomial distribution for the count. This paper considers a larger family of mixture distributions, including the inverse Gaussian mixture distribution. It is demonstrated that it gives a significantly better fit for a data set on the frequency of epileptic seizures. The same approach can be used to generate counting processes from Poisson processes, where the rate or the time is random. A random rate corresponds to variation between patients, whereas a random time corresponds to variation within patients.
Algebraic properties of compatible Poisson brackets
Zhang, Pumei
2014-05-01
We discuss algebraic properties of a pencil generated by two compatible Poisson tensors A( x) and B( x). From the algebraic viewpoint this amounts to studying the properties of a pair of skew-symmetric bilinear forms A and B defined on a finite-dimensional vector space. We describe the Lie group G P of linear automorphisms of the pencil P = { A + λB}. In particular, we obtain an explicit formula for the dimension of G P and discuss some other algebraic properties such as solvability and Levi-Malcev decomposition.
Kumar, Rajesh; Srivastava, Subodh; Srivastava, Rajeev
2017-07-01
For cancer detection from microscopic biopsy images, image segmentation step used for segmentation of cells and nuclei play an important role. Accuracy of segmentation approach dominate the final results. Also the microscopic biopsy images have intrinsic Poisson noise and if it is present in the image the segmentation results may not be accurate. The objective is to propose an efficient fuzzy c-means based segmentation approach which can also handle the noise present in the image during the segmentation process itself i.e. noise removal and segmentation is combined in one step. To address the above issues, in this paper a fourth order partial differential equation (FPDE) based nonlinear filter adapted to Poisson noise with fuzzy c-means segmentation method is proposed. This approach is capable of effectively handling the segmentation problem of blocky artifacts while achieving good tradeoff between Poisson noise removals and edge preservation of the microscopic biopsy images during segmentation process for cancer detection from cells. The proposed approach is tested on breast cancer microscopic biopsy data set with region of interest (ROI) segmented ground truth images. The microscopic biopsy data set contains 31 benign and 27 malignant images of size 896 × 768. The region of interest selected ground truth of all 58 images are also available for this data set. Finally, the result obtained from proposed approach is compared with the results of popular segmentation algorithms; fuzzy c-means, color k-means, texture based segmentation, and total variation fuzzy c-means approaches. The experimental results shows that proposed approach is providing better results in terms of various performance measures such as Jaccard coefficient, dice index, Tanimoto coefficient, area under curve, accuracy, true positive rate, true negative rate, false positive rate, false negative rate, random index, global consistency error, and variance of information as compared to other
Binomial vs poisson statistics in radiation studies
International Nuclear Information System (INIS)
Foster, J.; Kouris, K.; Spyrou, N.M.; Matthews, I.P.; Welsh National School of Medicine, Cardiff
1983-01-01
The processes of radioactive decay, decay and growth of radioactive species in a radioactive chain, prompt emission(s) from nuclear reactions, conventional activation and cyclic activation are discussed with respect to their underlying statistical density function. By considering the transformation(s) that each nucleus may undergo it is shown that all these processes are fundamentally binomial. Formally, when the number of experiments N is large and the probability of success p is close to zero, the binomial is closely approximated by the Poisson density function. In radiation and nuclear physics, N is always large: each experiment can be conceived of as the observation of the fate of each of the N nuclei initially present. Whether p, the probability that a given nucleus undergoes a prescribed transformation, is close to zero depends on the process and nuclide(s) concerned. Hence, although a binomial description is always valid, the Poisson approximation is not always adequate. Therefore further clarification is provided as to when the binomial distribution must be used in the statistical treatment of detected events. (orig.)
Malliavin Differentiability of Solutions of SPDEs with Lévy White Noise
Directory of Open Access Journals (Sweden)
Raluca M. Balan
2017-01-01
Full Text Available We consider a stochastic partial differential equation (SPDE driven by a Lévy white noise, with Lipschitz multiplicative term σ. We prove that, under some conditions, this equation has a unique random field solution. These conditions are verified by the stochastic heat and wave equations. We introduce the basic elements of Malliavin calculus with respect to the compensated Poisson random measure associated with the Lévy white noise. If σ is affine, we prove that the solution is Malliavin differentiable and its Malliavin derivative satisfies a stochastic integral equation.
Stability of Exponential Euler Method for Stochastic Systems under Poisson White Noise Excitations
Li, Longsuo; Zhang, Yu
2014-12-01
The stability of stochastic systems under Poisson white noise excitations which based on the quantum theory is investigated in this paper. In general, the exact solution of the most of the stochastic systems with jumps is not easy to get. So it is very necessary to investigate the numerical solution of equations. On the one hand, exponential Euler method is applied to study stochastic delay differential equations, we can find the sufficient conditions for keeping mean square stability by investigating numerical method of systems. Through the comparison, we get the step-size of this method which is longer than the Euler-Maruyama method. On the other hand, mean square exponential stability of exponential Euler method for semi-linear stochastic delay differential equations under Poisson white noise excitations is confirmed.
A Generalized FDM for solving the Poisson's Equation on 3D Irregular Domains
Directory of Open Access Journals (Sweden)
J. Izadian
2014-01-01
Full Text Available In this paper a new method for solving the Poisson's equation with Dirichlet conditions on irregular domains is presented. For this purpose a generalized finite differences method is applied for numerical differentiation on irregular meshes. Three examples on cylindrical and spherical domains are considered. The numerical results are compared with analytical solution. These results show the performance and efficiency of the proposed method.
On a Poisson homogeneous space of bilinear forms with a Poisson-Lie action
Chekhov, L. O.; Mazzocco, M.
2017-12-01
Let \\mathscr A be the space of bilinear forms on C^N with defining matrices A endowed with a quadratic Poisson structure of reflection equation type. The paper begins with a short description of previous studies of the structure, and then this structure is extended to systems of bilinear forms whose dynamics is governed by the natural action A\\mapsto B ABT} of the {GL}_N Poisson-Lie group on \\mathscr A. A classification is given of all possible quadratic brackets on (B, A)\\in {GL}_N× \\mathscr A preserving the Poisson property of the action, thus endowing \\mathscr A with the structure of a Poisson homogeneous space. Besides the product Poisson structure on {GL}_N× \\mathscr A, there are two other (mutually dual) structures, which (unlike the product Poisson structure) admit reductions by the Dirac procedure to a space of bilinear forms with block upper triangular defining matrices. Further generalisations of this construction are considered, to triples (B,C, A)\\in {GL}_N× {GL}_N× \\mathscr A with the Poisson action A\\mapsto B ACT}, and it is shown that \\mathscr A then acquires the structure of a Poisson symmetric space. Generalisations to chains of transformations and to the quantum and quantum affine algebras are investigated, as well as the relations between constructions of Poisson symmetric spaces and the Poisson groupoid. Bibliography: 30 titles.
PENERAPAN REGRESI BINOMIAL NEGATIF UNTUK MENGATASI OVERDISPERSI PADA REGRESI POISSON
Directory of Open Access Journals (Sweden)
PUTU SUSAN PRADAWATI
2013-09-01
Full Text Available Poisson regression was used to analyze the count data which Poisson distributed. Poisson regression analysis requires state equidispersion, in which the mean value of the response variable is equal to the value of the variance. However, there are deviations in which the value of the response variable variance is greater than the mean. This is called overdispersion. If overdispersion happens and Poisson Regression analysis is being used, then underestimated standard errors will be obtained. Negative Binomial Regression can handle overdispersion because it contains a dispersion parameter. From the simulation data which experienced overdispersion in the Poisson Regression model it was found that the Negative Binomial Regression was better than the Poisson Regression model.
Thinning spatial point processes into Poisson processes
DEFF Research Database (Denmark)
Møller, Jesper; Schoenberg, Frederic Paik
This paper describes methods for randomly thinning certain classes of spatial point processes. In the case of a Markov point process, the proposed method involves a dependent thinning of a spatial birth-and-death process, where clans of ancestors associated with the original points are identified......, and where one simulates backwards and forwards in order to obtain the thinned process. In the case of a Cox process, a simple independent thinning technique is proposed. In both cases, the thinning results in a Poisson process if and only if the true Papangelou conditional intensity is used, and thus can...... be used as a diagnostic for assessing the goodness-of-fit of a spatial point process model. Several examples, including clustered and inhibitive point processes, are considered....
Thinning spatial point processes into Poisson processes
DEFF Research Database (Denmark)
Møller, Jesper; Schoenberg, Frederic Paik
2010-01-01
In this paper we describe methods for randomly thinning certain classes of spatial point processes. In the case of a Markov point process, the proposed method involves a dependent thinning of a spatial birth-and-death process, where clans of ancestors associated with the original points...... are identified, and where we simulate backwards and forwards in order to obtain the thinned process. In the case of a Cox process, a simple independent thinning technique is proposed. In both cases, the thinning results in a Poisson process if and only if the true Papangelou conditional intensity is used, and......, thus, can be used as a graphical exploratory tool for inspecting the goodness-of-fit of a spatial point process model. Several examples, including clustered and inhibitive point processes, are considered....
Periodic Poisson Solver for Particle Tracking
International Nuclear Information System (INIS)
Dohlus, M.; Henning, C.
2015-05-01
A method is described to solve the Poisson problem for a three dimensional source distribution that is periodic into one direction. Perpendicular to the direction of periodicity a free space (or open) boundary is realized. In beam physics, this approach allows to calculate the space charge field of a continualized charged particle distribution with periodic pattern. The method is based on a particle mesh approach with equidistant grid and fast convolution with a Green's function. The periodic approach uses only one period of the source distribution, but a periodic extension of the Green's function. The approach is numerically efficient and allows the investigation of periodic- and pseudo-periodic structures with period lengths that are small compared to the source dimensions, for instance of laser modulated beams or of the evolution of micro bunch structures. Applications for laser modulated beams are given.
Compound Poisson Approximations for Sums of Random Variables
Serfozo, Richard F.
1986-01-01
We show that a sum of dependent random variables is approximately compound Poisson when the variables are rarely nonzero and, given they are nonzero, their conditional distributions are nearly identical. We give several upper bounds on the total-variation distance between the distribution of such a sum and a compound Poisson distribution. Included is an example for Markovian occurrences of a rare event. Our bounds are consistent with those that are known for Poisson approximations for sums of...
Poisson-Boltzmann versus Size-Modified Poisson-Boltzmann Electrostatics Applied to Lipid Bilayers.
Wang, Nuo; Zhou, Shenggao; Kekenes-Huskey, Peter M; Li, Bo; McCammon, J Andrew
2014-12-26
Mean-field methods, such as the Poisson-Boltzmann equation (PBE), are often used to calculate the electrostatic properties of molecular systems. In the past two decades, an enhancement of the PBE, the size-modified Poisson-Boltzmann equation (SMPBE), has been reported. Here, the PBE and the SMPBE are reevaluated for realistic molecular systems, namely, lipid bilayers, under eight different sets of input parameters. The SMPBE appears to reproduce the molecular dynamics simulation results better than the PBE only under specific parameter sets, but in general, it performs no better than the Stern layer correction of the PBE. These results emphasize the need for careful discussions of the accuracy of mean-field calculations on realistic systems with respect to the choice of parameters and call for reconsideration of the cost-efficiency and the significance of the current SMPBE formulation.
Wahle, Chris W; Ross, David S; Thurston, George M
2012-07-21
We mathematically design sets of static light scattering experiments to provide for model-independent measurements of ternary liquid mixing free energies to a desired level of accuracy. A parabolic partial differential equation (PDE), linearized from the full nonlinear PDE [D. Ross, G. Thurston, and C. Lutzer, J. Chem. Phys. 129, 064106 (2008)], describes how data noise affects the free energies to be inferred. The linearized PDE creates a net of spacelike characteristic curves and orthogonal, timelike curves in the composition triangle, and this net governs diffusion of information coming from light scattering measurements to the free energy. Free energy perturbations induced by a light scattering perturbation diffuse along the characteristic curves and towards their concave sides, with a diffusivity that is proportional to the local characteristic curvature radius. Consequently, static light scattering can determine mixing free energies in regions with convex characteristic curve boundaries, given suitable boundary data. The dielectric coefficient is a Lyapunov function for the dynamical system whose trajectories are PDE characteristics. Information diffusion is heterogeneous and system-dependent in the composition triangle, since the characteristics depend on molecular interactions and are tangent to liquid-liquid phase separation coexistence loci at critical points. We find scaling relations that link free energy accuracy, total measurement time, the number of samples, and the interpolation method, and identify the key quantitative tradeoffs between devoting time to measuring more samples, or fewer samples more accurately. For each total measurement time there are optimal sample numbers beyond which more will not improve free energy accuracy. We estimate the degree to which many-point interpolation and optimized measurement concentrations can improve accuracy and save time. For a modest light scattering setup, a sample calculation shows that less than two
Ma, Sangback
In this paper we compare various parallel preconditioners such as Point-SSOR (Symmetric Successive OverRelaxation), ILU(0) (Incomplete LU) in the Wavefront ordering, ILU(0) in the Multi-color ordering, Multi-Color Block SOR (Successive OverRelaxation), SPAI (SParse Approximate Inverse) and pARMS (Parallel Algebraic Recursive Multilevel Solver) for solving large sparse linear systems arising from two-dimensional PDE (Partial Differential Equation)s on structured grids. Point-SSOR is well-known, and ILU(0) is one of the most popular preconditioner, but it is inherently serial. ILU(0) in the Wavefront ordering maximizes the parallelism in the natural order, but the lengths of the wave-fronts are often nonuniform. ILU(0) in the Multi-color ordering is a simple way of achieving a parallelism of the order N, where N is the order of the matrix, but its convergence rate often deteriorates as compared to that of natural ordering. We have chosen the Multi-Color Block SOR preconditioner combined with direct sparse matrix solver, since for the Laplacian matrix the SOR method is known to have a nondeteriorating rate of convergence when used with the Multi-Color ordering. By using block version we expect to minimize the interprocessor communications. SPAI computes the sparse approximate inverse directly by least squares method. Finally, ARMS is a preconditioner recursively exploiting the concept of independent sets and pARMS is the parallel version of ARMS. Experiments were conducted for the Finite Difference and Finite Element discretizations of five two-dimensional PDEs with large meshsizes up to a million on an IBM p595 machine with distributed memory. Our matrices are real positive, i. e., their real parts of the eigenvalues are positive. We have used GMRES(m) as our outer iterative method, so that the convergence of GMRES(m) for our test matrices are mathematically guaranteed. Interprocessor communications were done using MPI (Message Passing Interface) primitives. The
Danilenko, D. M.; Ring, B. D.; Tarpley, J. E.; Morris, B.; Van, G. Y.; Morawiecki, A.; Callahan, W.; Goldenberg, M.; Hershenson, S.; Pierce, G. F.
1995-01-01
The topical application of recombinant growth factors such as epidermal growth factor, platelet-derived growth factor-BB homodimer (rPDGF-BB), keratinocyte growth factor (rKGF), and neu differentiation factor has resulted in significant acceleration of healing in several animal models of wound repair. In this study, we established highly reproducible and quantifiable full and deep partial thickness porcine burn models in which burns were escharectomized 4 or 5 days postburn and covered with a...
Perturbation-induced emergence of Poisson-like behavior in non-Poisson systems
International Nuclear Information System (INIS)
Akin, Osman C; Grigolini, Paolo; Paradisi, Paolo
2009-01-01
The response of a system with ON–OFF intermittency to an external harmonic perturbation is discussed. ON–OFF intermittency is described by means of a sequence of random events, i.e., the transitions from the ON to the OFF state and vice versa. The unperturbed waiting times (WTs) between two events are assumed to satisfy a renewal condition, i.e., the WTs are statistically independent random variables. The response of a renewal model with non-Poisson ON–OFF intermittency, associated with non-exponential WT distribution, is analyzed by looking at the changes induced in the WT statistical distribution by the harmonic perturbation. The scaling properties are also studied by means of diffusion entropy analysis. It is found that, in the range of fast and relatively strong perturbation, the non-Poisson system displays a Poisson-like behavior in both WT distribution and scaling. In particular, the histogram of perturbed WTs becomes a sequence of equally spaced peaks, with intensity decaying exponentially in time. Further, the diffusion entropy detects an ordinary scaling (related to normal diffusion) instead of the expected unperturbed anomalous scaling related to the inverse power-law decay. Thus, an analysis based on the WT histogram and/or on scaling methods has to be considered with some care when dealing with perturbed intermittent systems
Poisson cohomology of scalar multidimensional Dubrovin-Novikov brackets
Carlet, Guido; Casati, Matteo; Shadrin, Sergey
2017-04-01
We compute the Poisson cohomology of a scalar Poisson bracket of Dubrovin-Novikov type with D independent variables. We find that the second and third cohomology groups are generically non-vanishing in D > 1. Hence, in contrast with the D = 1 case, the deformation theory in the multivariable case is non-trivial.
Avoiding negative populations in explicit Poisson tau-leaping.
Cao, Yang; Gillespie, Daniel T; Petzold, Linda R
2005-08-01
The explicit tau-leaping procedure attempts to speed up the stochastic simulation of a chemically reacting system by approximating the number of firings of each reaction channel during a chosen time increment tau as a Poisson random variable. Since the Poisson random variable can have arbitrarily large sample values, there is always the possibility that this procedure will cause one or more reaction channels to fire so many times during tau that the population of some reactant species will be driven negative. Two recent papers have shown how that unacceptable occurrence can be avoided by replacing the Poisson random variables with binomial random variables, whose values are naturally bounded. This paper describes a modified Poisson tau-leaping procedure that also avoids negative populations, but is easier to implement than the binomial procedure. The new Poisson procedure also introduces a second control parameter, whose value essentially dials the procedure from the original Poisson tau-leaping at one extreme to the exact stochastic simulation algorithm at the other; therefore, the modified Poisson procedure will generally be more accurate than the original Poisson procedure.
Formulation of Hamiltonian mechanics with even and odd Poisson brackets
International Nuclear Information System (INIS)
Khudaverdyan, O.M.; Nersesyan, A.P.
1987-01-01
A possibility is studied as to constrict the odd Poisson bracket and odd Hamiltonian by the given dynamics in phase superspace - the even Poisson bracket and even Hamiltonian so the transition to the new structure does not change the equations of motion. 9 refs
Cluster X-varieties, amalgamation, and Poisson-Lie groups
DEFF Research Database (Denmark)
Fock, V. V.; Goncharov, A. B.
2006-01-01
In this paper, starting from a split semisimple real Lie group G with trivial center, we define a family of varieties with additional structures. We describe them as cluster χ-varieties, as defined in [FG2]. In particular they are Poisson varieties. We define canonical Poisson maps of these varie...
Derivation of relativistic wave equation from the Poisson process
Indian Academy of Sciences (India)
Abstract. A Poisson process is one of the fundamental descriptions for relativistic particles: both fermions and bosons. A generalized linear photon wave equation in dispersive and homogeneous medium with dissipation is derived using the formulation of the Poisson process. This formulation provides a possible ...
Unimodularity criteria for Poisson structures on foliated manifolds
Pedroza, Andrés; Velasco-Barreras, Eduardo; Vorobiev, Yury
2018-03-01
We study the behavior of the modular class of an orientable Poisson manifold and formulate some unimodularity criteria in the semilocal context, around a (singular) symplectic leaf. Our results generalize some known unimodularity criteria for regular Poisson manifolds related to the notion of the Reeb class. In particular, we show that the unimodularity of the transverse Poisson structure of the leaf is a necessary condition for the semilocal unimodular property. Our main tool is an explicit formula for a bigraded decomposition of modular vector fields of a coupling Poisson structure on a foliated manifold. Moreover, we also exploit the notion of the modular class of a Poisson foliation and its relationship with the Reeb class.
Czech Academy of Sciences Publication Activity Database
Feireisl, Eduard; Laurençot, P.
2007-01-01
Roč. 88, - (2007), s. 325-349 ISSN 0021-7824 R&D Projects: GA ČR GA201/05/0164 Institutional research plan: CEZ:AV0Z10190503 Keywords : Navier-Stokes-Fourier- Poisson system * Smoluchowski- Poisson system * singular limit Subject RIV: BA - General Mathematics Impact factor: 1.118, year: 2007
A finite element Poisson solver for gyrokinetic particle simulations in a global field aligned mesh
International Nuclear Information System (INIS)
Nishimura, Y.; Lin, Z.; Lewandowski, J.L.V.; Ethier, S.
2006-01-01
A new finite element Poisson solver is developed and applied to a global gyrokinetic toroidal code (GTC) which employs the field aligned mesh and thus a logically non-rectangular grid in a general geometry. Employing test cases where the analytical solutions are known, the finite element solver has been verified. The CPU time scaling versus the matrix size employing portable, extensible toolkit for scientific computation (PETSc) to solve the sparse matrix is promising. Taking the ion temperature gradient modes (ITG) as an example, the solution from the new finite element solver has been compared to the solution from the original GTC's iterative solver which is only efficient for adiabatic electrons. Linear and nonlinear simulation results from the two different forms of the gyrokinetic Poisson equation (integral form and the differential form) coincide each other. The new finite element solver enables the implementation of advanced kinetic electron models for global electromagnetic simulations
International Nuclear Information System (INIS)
Sharifi, M. J.; Adibi, A.
2000-01-01
In this paper, we have extended and completed our previous work, that was introducing a new method for finite differentiation. We show the applicability of the method for solving a wide variety of equations such as poisson, Laplace and Schrodinger. These equations are fundamental to the most semiconductor device simulators. In a section, we solve the Shordinger equation by this method in several cases including the problem of finding electron concentration profile in the channel of a HEMT. In another section, we solve the Poisson equation by this method, choosing the problem of SBD as an example. Finally we solve the Laplace equation in two dimensions and as an example, we focus on the VED. In this paper, we have shown that, the method can get stable and precise results in solving all of these problems. Also the programs which have been written based on this method become considerably faster, more clear, and more abstract
Dynamics of a prey-predator system under Poisson white noise excitation
Pan, Shan-Shan; Zhu, Wei-Qiu
2014-10-01
The classical Lotka-Volterra (LV) model is a well-known mathematical model for prey-predator ecosystems. In the present paper, the pulse-type version of stochastic LV model, in which the effect of a random natural environment has been modeled as Poisson white noise, is investigated by using the stochastic averaging method. The averaged generalized Itô stochastic differential equation and Fokker-Planck-Kolmogorov (FPK) equation are derived for prey-predator ecosystem driven by Poisson white noise. Approximate stationary solution for the averaged generalized FPK equation is obtained by using the perturbation method. The effect of prey self-competition parameter ɛ2 s on ecosystem behavior is evaluated. The analytical result is confirmed by corresponding Monte Carlo (MC) simulation.
DEFF Research Database (Denmark)
Høyerup, Peter; Dahl, Claus; Azawi, Nessn Htum
2014-01-01
Partial priapism, also called partial segmental thrombosis of the corpus cavernosum, is a rare urological condition. Factors such as bicycle riding, drug usage, penile trauma and haematological diseases have been associated with the condition. Medical treatment with low molecular weight heparin (...... (LMWH) or acetylsalicylic acid is first choice treatment, and surgery is preserved for patients unresponsive to analgesics. In this report we describe the case of a 70-year-old man with partial priapism after blood transfusions treated successfully with LMWH....
Poisson Mixture Regression Models for Heart Disease Prediction
Erol, Hamza
2016-01-01
Early heart disease control can be achieved by high disease prediction and diagnosis efficiency. This paper focuses on the use of model based clustering techniques to predict and diagnose heart disease via Poisson mixture regression models. Analysis and application of Poisson mixture regression models is here addressed under two different classes: standard and concomitant variable mixture regression models. Results show that a two-component concomitant variable Poisson mixture regression model predicts heart disease better than both the standard Poisson mixture regression model and the ordinary general linear Poisson regression model due to its low Bayesian Information Criteria value. Furthermore, a Zero Inflated Poisson Mixture Regression model turned out to be the best model for heart prediction over all models as it both clusters individuals into high or low risk category and predicts rate to heart disease componentwise given clusters available. It is deduced that heart disease prediction can be effectively done by identifying the major risks componentwise using Poisson mixture regression model. PMID:27999611
Boundary Lax pairs from non-ultra-local Poisson algebras
International Nuclear Information System (INIS)
Avan, Jean; Doikou, Anastasia
2009-01-01
We consider non-ultra-local linear Poisson algebras on a continuous line. Suitable combinations of representations of these algebras yield representations of novel generalized linear Poisson algebras or 'boundary' extensions. They are parametrized by a boundary scalar matrix and depend, in addition, on the choice of an antiautomorphism. The new algebras are the classical-linear counterparts of the known quadratic quantum boundary algebras. For any choice of parameters, the non-ultra-local contribution of the original Poisson algebra disappears. We also systematically construct the associated classical Lax pair. The classical boundary principal chiral model is examined as a physical example.
Biological dose estimation of partial body exposures in cervix cancer patients
International Nuclear Information System (INIS)
Di Giorgio, Marina; Nasazzi, Nora B.; Taja, Maria R.; Roth, B.; Sardi, M.; Menendez, P.
2000-01-01
At present, unstable chromosome aberrations analysis in peripheral blood lymphocytes is the most sensitive method to provide a biological estimation of the dose in accidental radiation over exposures. The assessment of the dose is particularly reliable in cases of acute, uniform, whole-body exposures or after irradiation of large parts of the body. However, the scenarios of most radiation accidents result in partial-body exposures or non-uniform dose distribution, leading to a differential exposure of lymphocytes in the body. Inhomogeneity produces a yield of dicentrics, which does not conform to a Poisson distribution, but is generally over dispersed. This arises because those lymphocytes in tissues outside the radiation field will not be damaged. Most of the lymphocytes (80 %) belong to the 'redistributional pool' (lymphatic tissues and other organs) and made recirculate into peripheral blood producing a mixed irradiated and unirradiated population of lymphocytes. So-called over dispersion, with a variance greater than the mean, can be taken as an indication of non-uniform exposure. The main factors operating in vivo partial-body irradiation may be the location and size of the irradiation field and, at high doses, various cellular reactions such as reduced blast transformation, mitotic delay or interphase death may contribute. For partial-body exposures, mathematical-statistical analysis of chromosome aberration data can be performed to derive a dose estimate for the irradiated fraction of the body, been more realistic than to quote a mean equivalent uniform whole body dose. The 'Contaminated Poisson' method of Dolphin or the Qdr method of Sasaki, both based on similar principles, can achieve this. Contaminated Poisson considers the over dispersed distribution of dicentrics among all the cells scored. The observed distribution is considered to be the sum of a Poisson distribution, which represents the irradiated fraction of the body, and the remaining unexposed
International Nuclear Information System (INIS)
Di Nunno, Giulia; Khedher, Asma; Vanmaele, Michèle
2015-01-01
We consider a backward stochastic differential equation with jumps (BSDEJ) which is driven by a Brownian motion and a Poisson random measure. We present two candidate-approximations to this BSDEJ and we prove that the solution of each candidate-approximation converges to the solution of the original BSDEJ in a space which we specify. We use this result to investigate in further detail the consequences of the choice of the model to (partial) hedging in incomplete markets in finance. As an application, we consider models in which the small variations in the price dynamics are modeled with a Poisson random measure with infinite activity and models in which these small variations are modeled with a Brownian motion or are cut off. Using the convergence results on BSDEJs, we show that quadratic hedging strategies are robust towards the approximation of the market prices and we derive an estimation of the model risk
Energy Technology Data Exchange (ETDEWEB)
Di Nunno, Giulia, E-mail: giulian@math.uio.no [University of Oslo, Center of Mathematics for Applications (Norway); Khedher, Asma, E-mail: asma.khedher@tum.de [Technische Universität München, Chair of Mathematical Finance (Germany); Vanmaele, Michèle, E-mail: michele.vanmaele@ugent.be [Ghent University, Department of Applied Mathematics, Computer Science and Statistics (Belgium)
2015-12-15
We consider a backward stochastic differential equation with jumps (BSDEJ) which is driven by a Brownian motion and a Poisson random measure. We present two candidate-approximations to this BSDEJ and we prove that the solution of each candidate-approximation converges to the solution of the original BSDEJ in a space which we specify. We use this result to investigate in further detail the consequences of the choice of the model to (partial) hedging in incomplete markets in finance. As an application, we consider models in which the small variations in the price dynamics are modeled with a Poisson random measure with infinite activity and models in which these small variations are modeled with a Brownian motion or are cut off. Using the convergence results on BSDEJs, we show that quadratic hedging strategies are robust towards the approximation of the market prices and we derive an estimation of the model risk.
DEFF Research Database (Denmark)
Hoyerup, Peter; Azawi, Nessn Htum
2013-01-01
With only 34 prior cases in world literature, partial priapism (PP), also called partial segmental thrombosis of the corpus cavernosum, is a rare urological condition. The aetiology and treatment of PP is still unclear, but bicycle riding, trauma, drug usage, sexual intercourse, haematological...
Modified Regression Correlation Coefficient for Poisson Regression Model
Kaengthong, Nattacha; Domthong, Uthumporn
2017-09-01
This study gives attention to indicators in predictive power of the Generalized Linear Model (GLM) which are widely used; however, often having some restrictions. We are interested in regression correlation coefficient for a Poisson regression model. This is a measure of predictive power, and defined by the relationship between the dependent variable (Y) and the expected value of the dependent variable given the independent variables [E(Y|X)] for the Poisson regression model. The dependent variable is distributed as Poisson. The purpose of this research was modifying regression correlation coefficient for Poisson regression model. We also compare the proposed modified regression correlation coefficient with the traditional regression correlation coefficient in the case of two or more independent variables, and having multicollinearity in independent variables. The result shows that the proposed regression correlation coefficient is better than the traditional regression correlation coefficient based on Bias and the Root Mean Square Error (RMSE).
On the poisson's ratio of the nucleus pulposus.
Farrell, M D; Riches, P E
2013-10-01
Existing experimental data on the Poisson's ratio of nucleus pulposus (NP) tissue is limited. This study aims to determine whether the Poisson's ratio of NP tissue is strain-dependent, strain-rate-dependent, or varies with axial location in the disk. Thirty-two cylindrical plugs of bovine tail NP tissue were subjected to ramp-hold unconfined compression to 20% axial strain in 5% increments, at either 30 μm/s or 0.3 μm/s ramp speeds and the radial displacement determined using biaxial video extensometry. Following radial recoil, the true Poisson's ratio of the solid phase of NP tissue increased linearly with increasing strain and demonstrated strain-rate dependency. The latter finding suggests that the solid matrix undergoes stress relaxation during the test. For small strains, we suggest a Poisson's ratio of 0.125 to be used in biphasic models of the intervertebral disk.
Organisation spatiale du peuplement de poissons dans le Bandama ...
African Journals Online (AJOL)
L'évolution des peuplements de poissons sur le Bandama a été étudiée en considérant quatre zones d'échantillonnage : en amont du lac de Kossou, dans les lacs de Kossou et de Taabo, entre les lacs de Kossou et de Taabo, et en aval du lac de Taabo. Au total, 74 espèces de poisson réparties en 49 genres, 28 familles ...
Formality theory from Poisson structures to deformation quantization
Esposito, Chiara
2015-01-01
This book is a survey of the theory of formal deformation quantization of Poisson manifolds, in the formalism developed by Kontsevich. It is intended as an educational introduction for mathematical physicists who are dealing with the subject for the first time. The main topics covered are the theory of Poisson manifolds, star products and their classification, deformations of associative algebras and the formality theorem. Readers will also be familiarized with the relevant physical motivations underlying the purely mathematical construction.
Poisson structure of the equations of ideal multispecies fluid electrodynamics
International Nuclear Information System (INIS)
Spencer, R.G.
1984-01-01
The equations of the two- (or multi-) fluid model of plasma physics are recast in Hamiltonian form, following general methods of symplectic geometry. The dynamical variables are the fields of physical interest, but are noncanonical, so that the Poisson bracket in the theory is not the standard one. However, it is a skew-symmetric bilinear form which, from the method of derivation, automatically satisfies the Jacobi identity; therefore, this noncanonical structure has all the essential properties of a canonical Poisson bracket
On the Fedosov deformation quantization beyond the regular Poisson manifolds
International Nuclear Information System (INIS)
Dolgushev, V.A.; Isaev, A.P.; Lyakhovich, S.L.; Sharapov, A.A.
2002-01-01
A simple iterative procedure is suggested for the deformation quantization of (irregular) Poisson brackets associated to the classical Yang-Baxter equation. The construction is shown to admit a pure algebraic reformulation giving the Universal Deformation Formula (UDF) for any triangular Lie bialgebra. A simple proof of classification theorem for inequivalent UDF's is given. As an example the explicit quantization formula is presented for the quasi-homogeneous Poisson brackets on two-plane
A Note On the Estimation of the Poisson Parameter
Directory of Open Access Journals (Sweden)
S. S. Chitgopekar
1985-01-01
distribution when there are errors in observing the zeros and ones and obtains both the maximum likelihood and moments estimates of the Poisson mean and the error probabilities. It is interesting to note that either method fails to give unique estimates of these parameters unless the error probabilities are functionally related. However, it is equally interesting to observe that the estimate of the Poisson mean does not depend on the functional relationship between the error probabilities.
Background stratified Poisson regression analysis of cohort data.
Richardson, David B; Langholz, Bryan
2012-03-01
Background stratified Poisson regression is an approach that has been used in the analysis of data derived from a variety of epidemiologically important studies of radiation-exposed populations, including uranium miners, nuclear industry workers, and atomic bomb survivors. We describe a novel approach to fit Poisson regression models that adjust for a set of covariates through background stratification while directly estimating the radiation-disease association of primary interest. The approach makes use of an expression for the Poisson likelihood that treats the coefficients for stratum-specific indicator variables as 'nuisance' variables and avoids the need to explicitly estimate the coefficients for these stratum-specific parameters. Log-linear models, as well as other general relative rate models, are accommodated. This approach is illustrated using data from the Life Span Study of Japanese atomic bomb survivors and data from a study of underground uranium miners. The point estimate and confidence interval obtained from this 'conditional' regression approach are identical to the values obtained using unconditional Poisson regression with model terms for each background stratum. Moreover, it is shown that the proposed approach allows estimation of background stratified Poisson regression models of non-standard form, such as models that parameterize latency effects, as well as regression models in which the number of strata is large, thereby overcoming the limitations of previously available statistical software for fitting background stratified Poisson regression models.
Background stratified Poisson regression analysis of cohort data
International Nuclear Information System (INIS)
Richardson, David B.; Langholz, Bryan
2012-01-01
Background stratified Poisson regression is an approach that has been used in the analysis of data derived from a variety of epidemiologically important studies of radiation-exposed populations, including uranium miners, nuclear industry workers, and atomic bomb survivors. We describe a novel approach to fit Poisson regression models that adjust for a set of covariates through background stratification while directly estimating the radiation-disease association of primary interest. The approach makes use of an expression for the Poisson likelihood that treats the coefficients for stratum-specific indicator variables as 'nuisance' variables and avoids the need to explicitly estimate the coefficients for these stratum-specific parameters. Log-linear models, as well as other general relative rate models, are accommodated. This approach is illustrated using data from the Life Span Study of Japanese atomic bomb survivors and data from a study of underground uranium miners. The point estimate and confidence interval obtained from this 'conditional' regression approach are identical to the values obtained using unconditional Poisson regression with model terms for each background stratum. Moreover, it is shown that the proposed approach allows estimation of background stratified Poisson regression models of non-standard form, such as models that parameterize latency effects, as well as regression models in which the number of strata is large, thereby overcoming the limitations of previously available statistical software for fitting background stratified Poisson regression models. (orig.)
Background stratified Poisson regression analysis of cohort data
Energy Technology Data Exchange (ETDEWEB)
Richardson, David B. [University of North Carolina at Chapel Hill, Department of Epidemiology, School of Public Health, Chapel Hill, NC (United States); Langholz, Bryan [Keck School of Medicine, University of Southern California, Division of Biostatistics, Department of Preventive Medicine, Los Angeles, CA (United States)
2012-03-15
Background stratified Poisson regression is an approach that has been used in the analysis of data derived from a variety of epidemiologically important studies of radiation-exposed populations, including uranium miners, nuclear industry workers, and atomic bomb survivors. We describe a novel approach to fit Poisson regression models that adjust for a set of covariates through background stratification while directly estimating the radiation-disease association of primary interest. The approach makes use of an expression for the Poisson likelihood that treats the coefficients for stratum-specific indicator variables as 'nuisance' variables and avoids the need to explicitly estimate the coefficients for these stratum-specific parameters. Log-linear models, as well as other general relative rate models, are accommodated. This approach is illustrated using data from the Life Span Study of Japanese atomic bomb survivors and data from a study of underground uranium miners. The point estimate and confidence interval obtained from this 'conditional' regression approach are identical to the values obtained using unconditional Poisson regression with model terms for each background stratum. Moreover, it is shown that the proposed approach allows estimation of background stratified Poisson regression models of non-standard form, such as models that parameterize latency effects, as well as regression models in which the number of strata is large, thereby overcoming the limitations of previously available statistical software for fitting background stratified Poisson regression models. (orig.)
AllahTavakoli, Y.; Safari, A.; Ardalan, A.; Bahroudi, A.
2015-12-01
The current research provides a method for tracking near-surface mass-density anomalies via using only land-based gravity data, which is based on a special version of Poisson's Partial Differential Equation (PDE) of the gravitational field at Earth's surface. The research demonstrates how the Poisson's PDE can provide us with a capability to extract the near-surface mass-density anomalies from land-based gravity data. Herein, this version of the Poisson's PDE is mathematically introduced to the Earth's surface and then it is used to develop the new method for approximating the mass-density via derivatives of the Earth's gravitational field (i.e. via the gradient tensor). Herein, the author believes that the PDE can give us new knowledge about the behavior of the Earth's gravitational field at the Earth's surface which can be so useful for developing new methods of Earth's mass-density determination. In a case study, the proposed method is applied to a set of gravity stations located in the south of Iran. The results were numerically validated via certain knowledge about the geological structures in the area of the case study. Also, the method was compared with two standard methods of mass-density determination. All the numerical experiments show that the proposed approach is well-suited for tracking near-surface mass-density anomalies via using only the gravity data. Finally, the approach is also applied to some petroleum exploration studies of salt diapirs in the south of Iran.
General form of the Euler-Poisson-Darboux equation and application of the transmutation method
Directory of Open Access Journals (Sweden)
Elina L. Shishkina
2017-07-01
Full Text Available In this article, we find solution representations in the compact integral form to the Cauchy problem for a general form of the Euler-Poisson-Darboux equation with Bessel operators via generalized translation and spherical mean operators for all values of the parameter k, including also not studying before exceptional odd negative values. We use a Hankel transform method to prove results in a unified way. Under additional conditions we prove that a distributional solution is a classical one too. A transmutation property for connected generalized spherical mean is proved and importance of applying transmutation methods for differential equations with Bessel operators is emphasized. The paper also contains a short historical introduction on differential equations with Bessel operators and a rather detailed reference list of monographs and papers on mathematical theory and applications of this class of differential equations.
Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro
2017-07-01
We analyze the thermodynamic properties of stochastic differential equations driven by smooth Poisson-Kac fluctuations, and their convergence, in the Kac limit, towards Wiener-driven Langevin equations. Using a Markovian embedding of the stochastic work variable, it is proved that the Kac-limit convergence implies a Stratonovich formulation of the limit Langevin equations, in accordance with the Wong-Zakai theorem. Exact moment analysis applied to the case of a purely frictional system shows the occurrence of different regimes and crossover phenomena in the parameter space.
The Stochastic stability of a Logistic model with Poisson white noise
International Nuclear Information System (INIS)
Duan Dong-Hai; Xu Wei; Zhou Bing-Chang; Su Jun
2011-01-01
The stochastic stability of a logistic model subjected to the effect of a random natural environment, modeled as Poisson white noise process, is investigated. The properties of the stochastic response are discussed for calculating the Lyapunov exponent, which had proven to be the most useful diagnostic tool for the stability of dynamical systems. The generalised Itô differentiation formula is used to analyse the stochastic stability of the response. The results indicate that the stability of the response is related to the intensity and amplitude distribution of the environment noise and the growth rate of the species. (general)
The Stochastic stability of a Logistic model with Poisson white noise
Duan, Dong-Hai; Xu, Wei; Su, Jun; Zhou, Bing-Chang
2011-03-01
The stochastic stability of a logistic model subjected to the effect of a random natural environment, modeled as Poisson white noise process, is investigated. The properties of the stochastic response are discussed for calculating the Lyapunov exponent, which had proven to be the most useful diagnostic tool for the stability of dynamical systems. The generalised Itô differentiation formula is used to analyse the stochastic stability of the response. The results indicate that the stability of the response is related to the intensity and amplitude distribution of the environment noise and the growth rate of the species. Project supported by the National Natural Science Foundation of China (Grant Nos. 10872165 and 10932009).
1988-07-01
applied to 46 Nonlinear problems of analysis in integro -differcntial equations geometry and mechanics H Grabmilller M Atteia, D Bancel and I Gumowski 21...differential equations 172 Tian Jinghuang A survey of Hilbert’s sixteenth problem 178 J.F. Toland A homotopy invariant for dynamical systems with a first...numerical errors. A different functional, which appears to be more effective, was developed and implemented in [2] for a problem of gaseous combustion
International Nuclear Information System (INIS)
Raharjo, W.; Palupi, I. R.; Nurdian, S. W.; Giamboro, W. S.; Soesilo, J.
2016-01-01
Poisson's Ratio illustrates the elasticity properties of a rock. The value is affected by the ratio between the value of P and S wave velocity, where the high value ratio associated with partial melting while the low associated with gas saturated rock. Java which has many volcanoes as a result of the collision between the Australian and Eurasian plates also effects of earthquakes that result the P and S wave. By tomography techniques the distribution of the value of Poisson's ratio can be known. Western Java was dominated by high Poisson's Ratio until Mount Slamet and Dieng in Central Java, while the eastern part of Java is dominated by low Poisson's Ratio. The difference of Poisson's Ratio is located in Central Java that is also supported by the difference characteristic of hot water manifestation in geothermal potential area in the west and east of Central Java Province. Poisson's ratio value is also lower with increasing depth proving that the cold oceanic plate entrance under the continental plate. (paper)
Indian Academy of Sciences (India)
First page Back Continue Last page Overview Graphics. Partial Cancellation. Full Cancellation is desirable. But complexity requirements are enormous. 4000 tones, 100 Users billions of flops !!! Main Idea: Challenge: To determine which cross-talker to cancel on what “tone” for a given victim. Constraint: Total complexity is ...
A spectral Poisson solver for kinetic plasma simulation
Szeremley, Daniel; Obberath, Jens; Brinkmann, Ralf
2011-10-01
Plasma resonance spectroscopy is a well established plasma diagnostic method, realized in several designs. One of these designs is the multipole resonance probe (MRP). In its idealized - geometrically simplified - version it consists of two dielectrically shielded, hemispherical electrodes to which an RF signal is applied. A numerical tool is under development which is capable of simulating the dynamics of the plasma surrounding the MRP in electrostatic approximation. In this contribution we concentrate on the specialized Poisson solver for that tool. The plasma is represented by an ensemble of point charges. By expanding both the charge density and the potential into spherical harmonics, a largely analytical solution of the Poisson problem can be employed. For a practical implementation, the expansion must be appropriately truncated. With this spectral solver we are able to efficiently solve the Poisson equation in a kinetic plasma simulation without the need of introducing a spatial discretization.
A high order solver for the unbounded Poisson equation
DEFF Research Database (Denmark)
Hejlesen, Mads Mølholm; Rasmussen, Johannes Tophøj; Chatelain, Philippe
In mesh-free particle methods a high order solution to the unbounded Poisson equation is usually achieved by constructing regularised integration kernels for the Biot-Savart law. Here the singular, point particles are regularised using smoothed particles to obtain an accurate solution with an order...... of convergence consistent with the moments conserved by the applied smoothing function. In the hybrid particle-mesh method of Hockney and Eastwood (HE) the particles are interpolated onto a regular mesh where the unbounded Poisson equation is solved by a discrete non-cyclic convolution of the mesh values...... and the integration kernel. In this work we show an implementation of high order regularised integration kernels in the HE algorithm for the unbounded Poisson equation to formally achieve an arbitrary high order convergence. We further present a quantitative study of the convergence rate to give further insight...
Markov modulated Poisson process models incorporating covariates for rainfall intensity.
Thayakaran, R; Ramesh, N I
2013-01-01
Time series of rainfall bucket tip times at the Beaufort Park station, Bracknell, in the UK are modelled by a class of Markov modulated Poisson processes (MMPP) which may be thought of as a generalization of the Poisson process. Our main focus in this paper is to investigate the effects of including covariate information into the MMPP model framework on statistical properties. In particular, we look at three types of time-varying covariates namely temperature, sea level pressure, and relative humidity that are thought to be affecting the rainfall arrival process. Maximum likelihood estimation is used to obtain the parameter estimates, and likelihood ratio tests are employed in model comparison. Simulated data from the fitted model are used to make statistical inferences about the accumulated rainfall in the discrete time interval. Variability of the daily Poisson arrival rates is studied.
Poisson-Fermi Formulation of Nonlocal Electrostatics in Electrolyte Solutions
Directory of Open Access Journals (Sweden)
Liu Jinn-Liang
2017-10-01
Full Text Available We present a nonlocal electrostatic formulation of nonuniform ions and water molecules with interstitial voids that uses a Fermi-like distribution to account for steric and correlation efects in electrolyte solutions. The formulation is based on the volume exclusion of hard spheres leading to a steric potential and Maxwell’s displacement field with Yukawa-type interactions resulting in a nonlocal electric potential. The classical Poisson-Boltzmann model fails to describe steric and correlation effects important in a variety of chemical and biological systems, especially in high field or large concentration conditions found in and near binding sites, ion channels, and electrodes. Steric effects and correlations are apparent when we compare nonlocal Poisson-Fermi results to Poisson-Boltzmann calculations in electric double layer and to experimental measurements on the selectivity of potassium channels for K+ over Na+.
The coupling of Poisson sigma models to topological backgrounds
Energy Technology Data Exchange (ETDEWEB)
Rosa, Dario [School of Physics, Korea Institute for Advanced Study,Seoul 02455 (Korea, Republic of)
2016-12-13
We extend the coupling to the topological backgrounds, recently worked out for the 2-dimensional BF-model, to the most general Poisson sigma models. The coupling involves the choice of a Casimir function on the target manifold and modifies the BRST transformations. This in turn induces a change in the BRST cohomology of the resulting theory. The observables of the coupled theory are analyzed and their geometrical interpretation is given. We finally couple the theory to 2-dimensional topological gravity: this is the first step to study a topological string theory in propagation on a Poisson manifold. As an application, we show that the gauge-fixed vectorial supersymmetry of the Poisson sigma models has a natural explanation in terms of the theory coupled to topological gravity.
Effect of Poisson noise on adiabatic quantum control
Kiely, A.; Muga, J. G.; Ruschhaupt, A.
2017-01-01
We present a detailed derivation of the master equation describing a general time-dependent quantum system with classical Poisson white noise and outline its various properties. We discuss the limiting cases of Poisson white noise and provide approximations for the different noise strength regimes. We show that using the eigenstates of the noise superoperator as a basis can be a useful way of expressing the master equation. Using this, we simulate various settings to illustrate different effects of Poisson noise. In particular, we show a dip in the fidelity as a function of noise strength where high fidelity can occur in the strong-noise regime for some cases. We also investigate recent claims [J. Jing et al., Phys. Rev. A 89, 032110 (2014), 10.1103/PhysRevA.89.032110] that this type of noise may improve rather than destroy adiabaticity.
Double generalized linear compound poisson models to insurance claims data
DEFF Research Database (Denmark)
Andersen, Daniel Arnfeldt; Bonat, Wagner Hugo
2017-01-01
This paper describes the specification, estimation and comparison of double generalized linear compound Poisson models based on the likelihood paradigm. The models are motivated by insurance applications, where the distribution of the response variable is composed by a degenerate distribution...... in a finite sample framework. The simulation studies are also used to validate the fitting algorithms and check the computational implementation. Furthermore, we investigate the impact of an unsuitable choice for the response variable distribution on both mean and dispersion parameter estimates. We provide R...... implementation and illustrate the application of double generalized linear compound Poisson models using a data set about car insurances....
Quadratic Hamiltonians on non-symmetric Poisson structures
International Nuclear Information System (INIS)
Arribas, M.; Blesa, F.; Elipe, A.
2007-01-01
Many dynamical systems may be represented in a set of non-canonical coordinates that generate an su(2) algebraic structure. The topology of the phase space is the one of the S 2 sphere, the Poisson structure is the one of the rigid body, and the Hamiltonian is a parametric quadratic form in these 'spherical' coordinates. However, there are other problems in which the Poisson structure losses its symmetry. In this paper we analyze this case and, we show how the loss of the spherical symmetry affects the phase flow and parametric bifurcations for the bi-parametric cases
Efficient triangulation of Poisson-disk sampled point sets
Guo, Jianwei
2014-05-06
In this paper, we present a simple yet efficient algorithm for triangulating a 2D input domain containing a Poisson-disk sampled point set. The proposed algorithm combines a regular grid and a discrete clustering approach to speedup the triangulation. Moreover, our triangulation algorithm is flexible and performs well on more general point sets such as adaptive, non-maximal Poisson-disk sets. The experimental results demonstrate that our algorithm is robust for a wide range of input domains and achieves significant performance improvement compared to the current state-of-the-art approaches. © 2014 Springer-Verlag Berlin Heidelberg.
Gyrokinetic energy conservation and Poisson-bracket formulation
International Nuclear Information System (INIS)
Brizard, A.
1988-11-01
An integral expression for the gyrokinetic total energy of a magnetized plasma with general magnetic field configuration perturbed by fully electromagnetic fields was recently derived through the use of a gyro-center Lie transformation. We show that the gyrokinetic energy is conserved by the gyrokinetic Hamiltonian flow to all orders in perturbed fields. This paper is concerned with the explicit demonstration that a gyrokinetic Hamiltonian containing quadratic nonlinearities preserves the gyrokinetic energy up to third order. The Poisson-bracket formulation greatly facilitates this demonstration with the help of the Jacobi identity and other properties of the Poisson brackets. 18 refs
Adaptive maximal poisson-disk sampling on surfaces
Yan, Dongming
2012-01-01
In this paper, we study the generation of maximal Poisson-disk sets with varying radii on surfaces. Based on the concepts of power diagram and regular triangulation, we present a geometric analysis of gaps in such disk sets on surfaces, which is the key ingredient of the adaptive maximal Poisson-disk sampling framework. Moreover, we adapt the presented sampling framework for remeshing applications. Several novel and efficient operators are developed for improving the sampling/meshing quality over the state-of-theart. © 2012 ACM.
Robust iterative observer for source localization for Poisson equation
Majeed, Muhammad Usman
2017-01-05
Source localization problem for Poisson equation with available noisy boundary data is well known to be highly sensitive to noise. The problem is ill posed and lacks to fulfill Hadamards stability criteria for well posedness. In this work, first a robust iterative observer is presented for boundary estimation problem for Laplace equation, and then this algorithm along with the available noisy boundary data from the Poisson problem is used to localize point sources inside a rectangular domain. The algorithm is inspired from Kalman filter design, however one of the space variables is used as time-like. Numerical implementation along with simulation results is detailed towards the end.
Efficient maximal Poisson-disk sampling and remeshing on surfaces
Guo, Jianwei
2015-02-01
Poisson-disk sampling is one of the fundamental research problems in computer graphics that has many applications. In this paper, we study the problem of maximal Poisson-disk sampling on mesh surfaces. We present a simple approach that generalizes the 2D maximal sampling framework to surfaces. The key observation is to use a subdivided mesh as the sampling domain for conflict checking and void detection. Our approach improves the state-of-the-art approach in efficiency, quality and the memory consumption.
Directory of Open Access Journals (Sweden)
Young-Doo Kwon
2014-08-01
Full Text Available A finite element procedure is presented for the analysis of rubber-like hyperelastic materials. The volumetric incompressibility condition of rubber deformation is included in the formulation using the penalty method, while the principle of virtual work is used to derive a nonlinear finite element equation for the large displacement problem that is presented in a total-Lagrangian description. The behavior of rubber deformation is represented by hyperelastic constitutive relations based on a generalized Mooney-Rivlin model. The proposed finite element procedure using analytic differentiation exhibited results that matched very well with those from the well-known commercial packages NISA II and ABAQUS. Furthermore, the convergence of equilibrium iteration is quite slow or frequently fails in the case of near-incompressible rubber. To prevent such phenomenon even for the case that Poisson's ratio is very close to 0.5, Poisson's ratio of 0.49000 is used, first, to get an approximate solution without any difficulty; then the applied load is maintained and Poisson's ratio is increased to 0.49999 following a proposed pattern and adopting a technique of relaxation by monitoring the convergence rate. For a given Poisson ratio near 0.5, with this approach, we could reduce the number of substeps considerably.
Directory of Open Access Journals (Sweden)
М.М. Karimova
2017-05-01
Full Text Available A girl with partial gigantism (the increased I and II fingers of the left foot is being examined. This condition is a rare and unresolved problem, as the definite reason of its development is not determined. Wait-and-see strategy is recommended, as well as correcting operations after closing of growth zones, and forming of data pool for generalization and development of schemes of drug and radial therapeutic methods.
Danilenko, D M; Ring, B D; Tarpley, J E; Morris, B; Van, G Y; Morawiecki, A; Callahan, W; Goldenberg, M; Hershenson, S; Pierce, G F
1995-11-01
The topical application of recombinant growth factors such as epidermal growth factor, platelet-derived growth factor-BB homodimer (rPDGF-BB), keratinocyte growth factor (rKGF), and neu differentiation factor has resulted in significant acceleration of healing in several animal models of wound repair. In this study, we established highly reproducible and quantifiable full and deep partial thickness porcine burn models in which burns were escharectomized 4 or 5 days postburn and covered with an occlusive dressing to replicate the standard treatment in human burn patients. We then applied these growth factors to assess their efficacy on several parameters of wound repair: extracellular matrix and granulation tissue production, percent reepithelialization, and new epithelial area. In full thickness burns, only rPDGF-BB and the combination of rPDGF-BB and rKGF induced significant changes in burn repair. rPDGF-BB induced marked extracellular matrix and granulation tissue production (P = 0.013) such that the burn defect was filled within several days of escharectomy, but had no effect on new epithelial area or reepithelialization. The combination of rPDGF-BB and rKGF in full thickness burns resulted in a highly significant increase in extracellular matrix and granulation tissue area (P = 0.0009) and a significant increase in new epithelial area (P = 0.007), but had no effect on reepithelialization. In deep partial thickness burns, rKGF induced the most consistent changes. Daily application of rKGF induced a highly significant increase in new epithelial area (P < 0.0001) but induced only a modest increase in reepithelialization (83.7% rKGF-treated versus 70.2% control; P = 0.016) 12 days postburn. rKGF also doubled the number of fully reepithelialized burns (P = 0.02) at 13 days postburn, at least partially because of marked stimulation of both epidermal and follicular proliferation as assessed by proliferating cell nuclear antigen expression. In situ hybridization for
Kurtz, L. A.; Smith, R. E.; Parks, C. L.; Boney, L. R.
1978-01-01
Steady state solutions to two time dependent partial differential systems have been obtained by the Method of Lines (MOL) and compared to those obtained by efficient standard finite difference methods: (1) Burger's equation over a finite space domain by a forward time central space explicit method, and (2) the stream function - vorticity form of viscous incompressible fluid flow in a square cavity by an alternating direction implicit (ADI) method. The standard techniques were far more computationally efficient when applicable. In the second example, converged solutions at very high Reynolds numbers were obtained by MOL, whereas solution by ADI was either unattainable or impractical. With regard to 'set up' time, solution by MOL is an attractive alternative to techniques with complicated algorithms, as much of the programming difficulty is eliminated.
Directory of Open Access Journals (Sweden)
Alla V. Makarova
2017-05-01
Full Text Available Notion of mean derivatives was introduced by Edward Nelson for the needs of stochastic mechanics (a version of quantum mechanics. Nelson introduced forward and backward mean derivatives while only their half-sum, symmetric mean derivative called current velocity, is a direct analog of ordinary velocity for deterministic processes. Another mean derivative called quadratic, was introduced by Yuri E. Gliklikh and Svetlana V. Azarina. It gives information on the diffusion coefficient of the process and using Nelson's and quadratic mean derivatives together, one can in principle recover the process from its mean derivatives. Since the current velocities are natural analogs of ordinary velocities of deterministic processes, investigation of equations and especially inclusions with current velocities is very much important for applications since there are a lot of models of various physical, economical etc. processes based on such equations and inclusions. Existence of solution theorems are obtained for stochastic differential inclusions given in terms of the so-called current velocities (symmetric mean derivatives, a direct analogs of ordinary velocity of deterministic systems and quadratic mean derivatives (giving information on the diffusion coefficient on $\\mathbb{R}^n$. Right-hand sides in both the current velocity part and the quadratic part are set-valued but satisfy some natural conditions.
Poisson processes on groups and Feynman path integrals
International Nuclear Information System (INIS)
Combe, P.; Rodriguez, R.; Sirugue-Collin, M.; Centre National de la Recherche Scientifique, 13 - Marseille; Sirugue, M.
1979-09-01
An expression is given for the perturbed evolution of a free evolution by gentle, possibly velocity dependent, potential, in terms of the expectation with respect to a Poisson process on a group. Various applications are given in particular to usual quantum mechanics but also to Fermi and spin systems
An application of the Autoregressive Conditional Poisson (ACP) model
CSIR Research Space (South Africa)
Holloway, Jennifer P
2010-11-01
Full Text Available When modelling count data that comes in the form of a time series, the static Poisson regression and standard time series models are often not appropriate. A current study therefore involves the evaluation of several observation-driven and parameter...